//--> //--> //-->
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
~person:"Avanzi, Benjamin"
~person:"Sheppard, Kevin"
~subject:"Estimation theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Einführung"
~type_genre:"Handbook"
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
From correspondence analysis t...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Multivariate Analyse
6
Multivariate analysis
6
Schätztheorie
4
ARCH model
3
ARCH-Modell
3
Volatility
3
Volatilität
3
Correlation
2
Dependence
2
Korrelation
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
62P05
1
91G70
1
Bayes-Statistik
1
Bayesian estimation
1
Bayesian inference
1
Börsenkurs
1
Capital income
1
Capital market returns
1
Common persistence
1
Common shock
1
Composite likelihood
1
Covariance targeting
1
Dynamic conditional correlations
1
Electronic trading
1
Elektronisches Handelssystem
1
Exchangeability
1
Futures
1
Großbritannien
1
Heteroscedasticity
1
Heteroskedastizität
1
Insurance claims
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Loss
1
Lévy copula
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Einführung
Handbook
Article in journal
4
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
4
Author
All
Avanzi, Benjamin
Sheppard, Kevin
Hafner, Christian M.
4
Frees, Edward W.
3
Shephard, Neil G.
3
Teräsvirta, Timo
3
Asai, Manabu
2
Caporin, Massimiliano
2
Dunson, David B.
2
Fan, Jianqing
2
Fan, Yanqin
2
Herwartz, Helmut
2
Lv, Jinchi
2
McAleer, Michael
2
Paolella, Marc S.
2
Pedersen, Rasmus Søndergaard
2
Rahbek, Anders
2
Sanhaji, Bilel
2
Shi, Peng
2
Silvennoinen, Annastiina
2
Su, Liangjun
2
Taylor, Greg
2
Thomas-Agnan, Christine
2
Van Aelst, Stefan
2
Verdonck, Tim
2
Wang, Hansheng
2
Wong, Bernard
2
Wu, Ximing
2
Zhang, Zhengjun
2
Abu-Dayyeh, Walid
1
Ahmed, M. S.
1
Aielli, Gian Piero
1
Akansu, Ali N.
1
Albers, Sönke
1
Allen, David E.
1
Amado, Cristina
1
Amengual, Dante
1
Amiri, Amirhossein
1
Anatolyev, Stanislav
1
Anderson, Brian D. O.
1
more ...
less ...
Published in...
All
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Insurance / Mathematics & economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
2
Stochastic loss reserving with dependence : a flexible multivariate Tweedie approach
Avanzi, Benjamin
;
Taylor, Greg
;
Vu, Phuong Anh
;
Wong, …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 63-78
Persistent link: https://www.econbiz.de/10011630609
Saved in:
3
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
4
Detection and treatment of outliers for multivariate robust loss reserving
Avanzi, Benjamin
;
Lavender, Mark
;
Taylor, Greg
;
Wong, …
- In:
Annals of actuarial science : publ. by the Institute of …
18
(
2024
)
1
,
pp. 102-125
Persistent link: https://www.econbiz.de/10014519971
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->