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Statistical distribution
169
Statistische Verteilung
169
Theorie
102
Theory
102
Estimation theory
62
Schätztheorie
62
Estimation
42
Schätzung
42
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38
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38
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38
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38
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30
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30
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30
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30
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29
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15
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Undetermined
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200
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English
204
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Bollerslev, Tim
5
Park, Joon Y.
5
Corradi, Valentina
4
Dijk, Herman K. van
4
Linton, Oliver
4
Meddahi, Nour
4
Swanson, Norman R.
4
Todorov, Viktor
4
Bandi, Federico M.
3
Chang, Chia-Lin
3
Dufour, Jean-Marie
3
Garcia, René
3
Lewbel, Arthur
3
Ling, Shiqing
3
Maheu, John M.
3
McAleer, Michael
3
Okhrin, Yarema
3
White, Halbert
3
Wu, Ximing
3
Amengual, Dante
2
Aït-Sahalia, Yacine
2
Bondarenko, Oleg
2
Bücher, Axel
2
Calvet, Laurent E.
2
Casarin, Roberto
2
Chang, Yoosoon
2
Chen, Bin
2
Hansen, Lars Peter
2
Harvey, Andrew C.
2
Hill, Jonathan B.
2
Hong, Yongmiao
2
Hoogerheide, Lennart
2
Jin, Xin
2
Kim, Chang Sik
2
Kurz-Kim, Jeong-Ryeol
2
Li, Qi
2
Maasoumi, Esfandiar
2
McFadden, Daniel
2
Miller, J. Isaac
2
Norets, Andriy
2
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Published in...
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Journal of econometrics
NBER working paper series
746
Working paper / National Bureau of Economic Research, Inc.
664
NBER Working Paper
650
Economics letters
502
Insurance / Mathematics & economics
498
European journal of operational research : EJOR
474
Finance research letters
441
Discussion paper / Centre for Economic Policy Research
355
CESifo working papers
352
Working paper
314
Applied economics
313
Management science : journal of the Institute for Operations Research and the Management Sciences
293
Journal of banking & finance
287
Risks : open access journal
274
Discussion paper / Tinbergen Institute
260
Economic modelling
245
Energy economics
244
American journal of agricultural economics
237
International review of financial analysis
237
International journal of production research
236
Journal of economic theory
230
Applied economics letters
228
International review of economics & finance : IREF
222
Journal of economic behavior & organization : JEBO
219
Discussion paper series / IZA
216
International journal of production economics
214
Journal of risk and uncertainty : JRU
201
Journal of economic dynamics & control
198
MPRA Paper
195
Discussion papers / CEPR
190
CESifo Working Paper
185
Discussion paper
180
Journal of financial economics
162
IZA Discussion Papers
156
The review of financial studies
153
The North American journal of economics and finance : a journal of financial economics studies
150
CESifo Working Paper Series
149
Journal of risk and financial management : JRFM
149
Pacific-Basin finance journal
143
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ECONIS (ZBW)
204
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1
Variance trading and market price of variance
risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
2
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:
3
Expected utility and catastrophic
risk
in a stochastic economy-climate model
Ikefuji, Masako
;
Laeven, Roger J. A.
;
Magnus, Jan R.
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10012438313
Saved in:
4
Combining statistical intervals and market prices : The worst case state price distribution
Mykland, Per A.
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10012303929
Saved in:
5
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
6
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
Saved in:
7
Manipulation of the running variable in the regression discontinuity design : a density test
McCrary, Justin
- In:
Journal of econometrics
142
(
2008
)
2
,
pp. 698-714
Persistent link: https://www.econbiz.de/10003645812
Saved in:
8
Bootstrap conditional distribution tests in the presence of dynamic misspecification
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 779-806
Persistent link: https://www.econbiz.de/10003359634
Saved in:
9
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
Saved in:
10
A nonparametric test for equality of distributions with mixed categorical and continuous data
Li, Qi
;
Maasoumi, Esfandiar
;
Racine, Jeffrey
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 186-200
Persistent link: https://www.econbiz.de/10003833765
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