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~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
Risikomaß
41
Risk measure
41
Theorie
28
Theory
28
Estimation
19
Schätzung
19
Estimation theory
17
Schätztheorie
17
Statistical distribution
17
Statistische Verteilung
17
Portfolio selection
13
Portfolio-Management
13
Risikomanagement
12
Risk management
12
ARCH model
11
ARCH-Modell
11
Copula
10
Time series analysis
10
Volatility
10
Volatilität
10
Zeitreihenanalyse
10
Capital income
9
Kapitaleinkommen
9
Multivariate Verteilung
9
Multivariate distribution
9
Nonparametric statistics
9
Stochastic process
9
Stochastischer Prozess
9
Ausreißer
7
Outliers
7
Regression analysis
7
Regressionsanalyse
7
Risiko
7
Risk
7
Forecasting model
6
Prognoseverfahren
6
Value at risk
6
Extreme value theory
5
Markov chain
5
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Undetermined
6
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Article
9
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Article in journal
9
Aufsatz in Zeitschrift
9
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English
9
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Berghaus, Betina
1
Bollerslev, Tim
1
Bücher, Axel
1
Cai, Zongwu
1
Callaway, Brantly
1
Catania, Leopoldo
1
Chen, Rui
1
Li, Tong
1
Liu, Ruixuan
1
Luati, Alessandra
1
Oka, Tatsushi
1
Patton, Andrew J.
1
Pereda-Fernández, Santiago
1
Todorov, Viktor
1
Wang, Chuan-Sheng
1
Wang, Xian
1
Yu, Zhengfei
1
Zhao, Zhibiao
1
Ziegel, Johanna F.
1
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Journal of econometrics
Insurance / Mathematics & economics
12
SFB 649 discussion paper
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of banking & finance
5
Applied economics
4
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Econometric reviews
4
Working papers series in theoretical and applied economics
4
European journal of operational research : EJOR
3
International journal of forecasting
3
International review of financial analysis
3
Asia-Pacific journal of financial studies
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Computational economics
2
Econometrics : open access journal
2
Economic modelling
2
Energy economics
2
FAME research paper series
2
Journal of risk
2
Quantitative finance
2
Research in international business and finance
2
Research notes in economics & statistics
2
Research paper series / Swiss Finance Institute
2
Risks : open access journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Temi di discussione / Banca d'Italia
2
The journal of futures markets
2
The journal of operational risk
2
Theoretical economics letters
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working papers
2
cemmap working paper
2
Advances in applied economics, business and development
1
Applied quantitative finance
1
Applied quantitative finance : theory and computational tools
1
Australasian accounting business and finance journal : AABF
1
Borsa Istanbul Review
1
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ECONIS (ZBW)
9
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1
Nonparametric estimation of conditional VaR and expected shortfall
Cai, Zongwu
;
Wang, Xian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 120-130
Persistent link: https://www.econbiz.de/10003783792
Saved in:
2
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
3
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
4
Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng
;
Zhao, Zhibiao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Saved in:
5
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
6
Nonparametric tests for tail monotonicity
Berghaus, Betina
;
Bücher, Axel
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 117-126
Persistent link: https://www.econbiz.de/10010433404
Saved in:
7
Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
Callaway, Brantly
;
Li, Tong
;
Oka, Tatsushi
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 395-413
Persistent link: https://www.econbiz.de/10012110398
Saved in:
8
Sample selection models with monotone control functions
Liu, Ruixuan
;
Yu, Zhengfei
- In:
Journal of econometrics
226
(
2022
)
2
,
pp. 321-342
Persistent link: https://www.econbiz.de/10013461529
Saved in:
9
Identification and estimation of triangular models with a binary treatment
Pereda-Fernández, Santiago
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 585-623
Persistent link: https://www.econbiz.de/10014434353
Saved in:
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