//--> //--> //--> //-->
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 empirical finance"
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
Extreme value charts and analy...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Statistical distribution
40
Statistische Verteilung
40
Theorie
25
Theory
25
Risikomaß
15
Risk measure
15
ARCH model
14
ARCH-Modell
14
Capital income
14
Kapitaleinkommen
14
Volatility
10
Volatilität
10
Estimation
8
Estimation theory
8
Schätztheorie
8
Schätzung
8
Börsenkurs
7
Portfolio selection
7
Portfolio-Management
7
Share price
7
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
7
Zeitreihenanalyse
7
Forecasting model
6
Outliers
6
Prognoseverfahren
6
Risikomanagement
6
Risk management
6
Ausreißer
5
Multivariate Verteilung
5
Multivariate distribution
5
Risiko
5
Risk
5
Extreme value theory
4
Expected shortfall
3
Financial crisis
3
Finanzkrise
3
Option pricing theory
3
Optionspreistheorie
3
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
Almeida, Helena Tenório Veiga de
1
Antypas, Antonios
1
Beaulieu, Marie-Claude
1
Bernardi, Mauro
1
Boswijk, Herman Peter
1
Byun, Suk Joon
1
Caporin, Massimiliano
1
Changchien, Chang-Cheng
1
Chen Zhou
1
Chen, Ren-Raw
1
Chen, Yi-ting
1
Cheng, Tingting
1
Cheng, Wan-hsiu
1
Choi, Pilsun
1
Choroś-Tomczyk, Barbara
1
Costola, Michele
1
Creel, Michael D.
1
Czellar, Veronika
1
De Lira Salvatierra, Irving Arturo
1
Deo, Rohit S.
1
Dufour, Jean-Marie
1
Fabozzi, Frank J.
1
Fornari, Fabio
1
Galbraith, John W.
1
Gospodinov, Nikolaj
1
Grané, Aurea
1
He, Xue-zhong
1
Hediger, Simon
1
Hirukawa, Masayuki
1
Hsieh, Pei-lin
1
Huang, Jeffrey
1
Hung, Jui-cheng
1
Härdle, Wolfgang
1
James, Robert
1
Jannin, Gregory
1
Janus, Paweł
1
Ji, Jingru
1
Kang, Kyu Ho
1
Kao, Tzu-Chuan
1
Kao, Wei-Shun
1
more ...
less ...
Published in...
All
Journal of empirical finance
Insurance / Mathematics & economics
195
Journal of econometrics
183
Discussion paper / Tinbergen Institute
115
Economics letters
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
International journal of forecasting
83
Risks : open access journal
79
European journal of operational research : EJOR
67
International journal of theoretical and applied finance
62
Econometric reviews
59
Journal of banking & finance
56
Finance research letters
54
Applied economics
51
Econometric theory
51
Working paper
44
Discussion paper / Center for Economic Research, Tilburg University
43
Economic modelling
43
Journal of forecasting
43
NBER Working Paper
43
Applied economics letters
42
Computational economics
42
NBER working paper series
42
Tinbergen Institute Discussion Paper
42
CEMMAP working papers / Centre for Microdata Methods and Practice
41
Quantitative finance
41
The journal of operational risk
41
Working paper / National Bureau of Economic Research, Inc.
41
Working papers
40
Scandinavian actuarial journal
38
International review of financial analysis
37
Statistical papers
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of applied econometrics
34
Journal of the American Statistical Association : JASA
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
The European journal of finance
33
Journal of economic dynamics & control
31
Management science : journal of the Institute for Operations Research and the Management Sciences
31
SFB 649 discussion paper
31
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identifying multiple outliers in heavy-tailed distributions with an application to market crashes
Schluter, Christian
;
Trede, Mark
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 700-713
Persistent link: https://www.econbiz.de/10003759752
Saved in:
2
Indirect robust estimation of the short-term interest rate process
Czellar, Veronika
;
Karolyi, G. Andrew
;
Ronchetti, Elvezio
- In:
Journal of empirical finance
14
(
2007
)
4
,
pp. 546-563
Persistent link: https://www.econbiz.de/10003609937
Saved in:
3
Asymmetric and leptokurtic distribution for heteroscedastic asset returns : the S[U]-normal distribution
Choi, Pilsun
;
Nam, Kiseok
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 41-63
Persistent link: https://www.econbiz.de/10003692974
Saved in:
4
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu
;
Hung, Jui-cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
Saved in:
5
Retrieving risk neutral densities from European option prices based on the principle of maximum entropy
Rompolis, Leonidas S.
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 918-937
Persistent link: https://www.econbiz.de/10009267235
Saved in:
6
Asset-pricing anomalies and spanning : multivariate and multifactor tests with heavy-tailed distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 763-782
Persistent link: https://www.econbiz.de/10009267245
Saved in:
7
Backtesting value-at-risk based on tail losses
Wong, Woon K.
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 526-538
Persistent link: https://www.econbiz.de/10009267283
Saved in:
8
Modeling and forecasting expected shortfall with the generalized asymmetric student-t and asymmetric exponential power distributions
Zhu, Dongming
;
Galbraith, John W.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 765-778
Persistent link: https://www.econbiz.de/10009306526
Saved in:
9
High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
;
Kao, Tzu-Chuan
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 421-434
Persistent link: https://www.econbiz.de/10011300450
Saved in:
10
Diagnosing the distribution of GARCH innovations
Sun, Pengfei
;
Chen Zhou
- In:
Journal of empirical finance
29
(
2014
),
pp. 287-303
Persistent link: https://www.econbiz.de/10011300465
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->