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~subject:"Probability theory"
~subject:"Risk"
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A Simple Credit Risk Model wit...
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Probability theory
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64
Portfolio-Management
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50
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Aït-Sahalia, Yacine
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Journal of econometrics
Insurance / Mathematics & economics
253
European journal of operational research : EJOR
190
Risks : open access journal
123
Economics letters
113
Finance research letters
110
Discussion paper / Tinbergen Institute
99
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93
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87
NBER working paper series
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Theory and decision : an international journal for multidisciplinary advances in decision science
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International review of financial analysis
56
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International journal of forecasting
54
Journal of mathematical economics
54
Quantitative finance
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International review of economics & finance : IREF
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Report / Econometric Institute, Erasmus University Rotterdam
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finance and stochastics
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International journal of theoretical and applied finance
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Working paper / National Bureau of Economic Research, Inc.
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Journal of economic dynamics & control
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Mathematics of operations research
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Metrika : international journal for theoretical and applied statistics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic theory
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of empirical finance
41
Journal of risk and financial management : JRFM
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The journal of asset management
39
Applied economics letters
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
37
Discussion paper / Center for Economic Research, Tilburg University
37
Mathematical finance : an international journal of mathematics, statistics and financial theory
37
Applied economics
36
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1
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
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2
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
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3
A simple way of computing the inverse moments of a non-central chi-square random variable
Xie, Wen Zhi
- In:
Journal of econometrics
37
(
1988
)
3
,
pp. 389-393
Persistent link: https://www.econbiz.de/10003712704
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4
A consistent bootstrap test for conditional density functions with time-series data
Li, Fuchun
;
Tkacz, Greg
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 863-886
Persistent link: https://www.econbiz.de/10003359660
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5
Generalizing the standard product rule of probability theory and Bayes's theorem
Zellner, Arnold
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 14-23
Persistent link: https://www.econbiz.de/10003451729
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6
Inverse probability weighted estimation for general missing data problems
Wooldridge, Jeffrey M.
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1281-1301
Persistent link: https://www.econbiz.de/10003571454
Saved in:
7
The efficiency of top agents : an analysis through service strategy in tennis
Klaassen, Franc
;
Magnus, Jan R.
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 72-85
Persistent link: https://www.econbiz.de/10003813132
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8
A family of empirical likelihood functions and estimators for the binary response model
Mittelhammer, Ron C.
;
Judge, George G.
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 207-217
Persistent link: https://www.econbiz.de/10009301941
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9
Editors' introduction: Heavy tails and stable Paretian distributions in econometrics
Dufour, Jean-Marie
;
Kurz-Kim, Jeong-Ryeol
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10010473459
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10
A similarity-based approach to prediction
Gilboa, Itzhak
;
Lieberman, Offer
;
Schmeidler, David
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 124-131
Persistent link: https://www.econbiz.de/10009270688
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