//--> //--> //--> //-->
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:"Journal of econometrics"
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
Interventions in ingarch proce...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Outliers
15
Ausreißer
14
Estimation theory
11
Schätztheorie
11
Statistical distribution
10
Statistische Verteilung
10
Theorie
7
Theory
7
Extreme value theory
6
Risikomaß
6
Risk measure
6
Time series analysis
6
Zeitreihenanalyse
6
Capital income
4
Generalized linear models
4
Kapitaleinkommen
4
Regression analysis
4
Regressionsanalyse
4
Tail index
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Estimation
3
Probability theory
3
Schätzung
3
Volatility
3
Volatilität
3
Wahrscheinlichkeitsrechnung
3
Aktienindex
2
Bayes-Statistik
2
Bayesian inference
2
Börsenkurs
2
Measurement
2
Messung
2
Model averaging
2
Multivariate Verteilung
2
Multivariate distribution
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Parametric bootstrap
2
Portfolio selection
2
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Conference paper
1
Konferenzbeitrag
1
Language
All
English
21
Author
All
Peracchi, Franco
3
De Luca, Giuseppe
2
Zhang, Zhengjun
2
Asimit, Alexandru V.
1
Bartolucci, Francesco
1
Belotti, Federico
1
Bollerslev, Tim
1
Bravo, Francesco
1
Bücher, Axel
1
Chang, Jinyuan
1
Chen, Rong
1
Chen, Xiaohong
1
Chen, Yi-Hsuan
1
Cowell, Frank A.
1
Creal, Drew
1
Daouia, Abdelaati
1
Dardanoni, Valentino
1
Flachaire, Emmanuel
1
Gerrard, Russell
1
Girard, Stéphane
1
Grothe, Oliver
1
Hou, Yanxi
1
Härdle, Wolfgang
1
Jäschke, Stefan
1
Karmakar, Sayar
1
Kim, Jihyun
1
Koopman, Siem Jan
1
Korniichuk, Volodymyr
1
Li, Degui
1
Magnus, Jan R.
1
Manner, Hans
1
Mao, Guangyu
1
Meddahi, Nour
1
Modica, Salvatore
1
Nicolau, João
1
Northwestern University / Department of Economics
1
Okhrin, Yarema
1
Peng, Liang
1
Qiu, Yumou
1
Richter, Stefan
1
more ...
less ...
Published in...
All
Journal of econometrics
IMF Working Papers
104
Insurance / Mathematics & economics
35
Discussion paper / Tinbergen Institute
25
Applied economics
22
Discussion paper / Center for Economic Research, Tilburg University
22
Risks : open access journal
20
Computational Statistics & Data Analysis
19
Economic modelling
17
MPRA Paper
16
Technical Report
16
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
15
Annals of the Institute of Statistical Mathematics
14
Journal of banking & finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Computational Statistics
13
Journal of empirical finance
13
Psychometrika
13
Economics letters
12
Finance research letters
12
International journal of forecasting
12
International review of financial analysis
12
Tinbergen Institute Discussion Paper
12
Tinbergen Institute Discussion Papers
12
Journal of Applied Statistics
11
The journal of operational risk
11
Working papers / TSE : WP
11
European journal of operational research : EJOR
10
Stata Journal
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Econometric Institute Report
9
Econometric Institute Research Papers
9
IMF Staff Country Reports
9
Journal of risk
9
Applied economics letters
8
DNB working paper
8
Econometric reviews
8
Energy economics
8
International review of economics & finance : IREF
8
Journal of Multivariate Analysis
8
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
11
-
20
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Modeling multivariate extreme events using self-exciting point processes
Grothe, Oliver
;
Korniichuk, Volodymyr
;
Manner, Hans
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 269-289
Persistent link: https://www.econbiz.de/10010497083
Saved in:
12
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
13
Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco
;
Li, Degui
;
Tjostheim, Dag
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
Saved in:
14
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 690-713
Persistent link: https://www.econbiz.de/10012483177
Saved in:
15
Testing serial correlations in high-dimensional time series via extreme value theory
Tsay, Ruey S.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 106-117
Persistent link: https://www.econbiz.de/10012439650
Saved in:
16
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
17
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
18
Tail event driven networks of SIFIs
Chen, Yi-Hsuan
;
Härdle, Wolfgang
;
Okhrin, Yarema
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 282-298
Persistent link: https://www.econbiz.de/10012144998
Saved in:
19
Tail dependence measure for examining financial extreme co-movements
Asimit, Alexandru V.
;
Gerrard, Russell
;
Hou, Yanxi
; …
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 330-348
Persistent link: https://www.econbiz.de/10011705189
Saved in:
20
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
First
Prev
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->