Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric Institute research papers"
~person:"Dijk, Herman K. van"
~person:"Gerlach, Richard"
~person:"Račev, Svetlozar T."
~subject:"Statistical distribution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
TWO-COMPONENT EXTREME VALUE DI...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
2008-2009
1
Asia
1
Asien
1
CAViaR model
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Risikomaß
1
Risk measure
1
Statistische Verteilung
1
VAR model
1
VAR-Modell
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Dijk, Herman K. van
Gerlach, Richard
Račev, Svetlozar T.
Bi̇rbi̇l, Ş. İlker
2
Frenk, Johannes G.
2
Kaynar, Bahar
2
McAleer, Michael
2
Asai, Manabu
1
Caporin, Massimiliano
1
Chen, Cathy W. S.
1
Hwang, Bruce B. K.
1
Noyan, Nilay
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Discussion paper / Tinbergen Institute
5
Working paper series in economics
3
International journal of forecasting
2
Journal of forecasting
2
Annals of operations research
1
Economic modelling
1
Handbook of heavy tailed distributions in finance
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Operations research models in banking management
1
Quantitative finance
1
The journal of portfolio management : a publication of Institutional Investor
1
Working paper
1
Working paper / Norges Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting value-at-risk using nonlinear regression quantiles and the intraday range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619366
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
