//--> //--> //-->
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:"Hoga, Yannick"
~person:"Li, Chenxing"
~subject:"Statistical distribution"
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
TWO-COMPONENT EXTREME VALUE DI...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
Risikomaß
10
Risk measure
10
Statistische Verteilung
7
Theorie
6
Theory
6
Forecasting model
5
Prognoseverfahren
5
Ausreißer
4
Estimation theory
4
Outliers
4
Schätztheorie
4
ARCH model
3
ARCH-Modell
3
Measurement
3
Messung
3
Portfolio selection
3
Portfolio-Management
3
Capital income
2
Kapitaleinkommen
2
Statistical test
2
Statistischer Test
2
Systemic risk
2
Systemrisiko
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
forecasting
2
value-at-risk
2
(Conditional) elicitability
1
ARMA-GARCH models
1
Backtest
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
CAPM
1
Change point test
1
Conditional Value-at-Risk
1
Conditional expected shortfall
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Hoga, Yannick
Li, Chenxing
Stoja, Evarist
15
Fabozzi, Frank J.
13
Polanski, Arnold
13
Stoyanov, Stoyan V.
11
Dionne, Georges
10
Landsman, Zinoviy
10
Račev, Svetlozar T.
10
Vries, Casper G. de
10
Härdle, Wolfgang
9
Paolella, Marc S.
9
Dijk, Herman K. van
8
Gerlach, Richard
8
Hassani, Samir Saissi
8
McAleer, Michael
8
Stupfler, Gilles
8
Chinhamu, Knowledge
7
Daouia, Abdelaati
7
Guégan, Dominique
7
Hoogerheide, Lennart
7
Mao, Tiantian
7
Opschoor, Anne
7
Taylor, James W.
7
Vilsmeier, Johannes
7
Wang, Ruodu
7
Furman, Edward
6
Hambuckers, Julien
6
Hyung, Namwon
6
Ignatieva, Katja
6
Kim, Young Shin
6
Lucas, André
6
Scaillet, Olivier
6
Schienle, Melanie
6
Schwaab, Bernd
6
Stavroyiannis, Stavros
6
Su, Jianxi
6
Wong, Woon K.
6
Zhang, Xin
6
Almeida, Caio
5
Ardison, Kym
5
more ...
less ...
Published in...
All
Journal of financial econometrics
2
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The econometrics journal
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Where does the tail begin? : an approach based on scoring rules
Hoga, Yannick
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 579-601
Persistent link: https://www.econbiz.de/10012195423
Saved in:
2
Extreme conditional tail moment estimation under serial dependence
Hoga, Yannick
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 587-615
Persistent link: https://www.econbiz.de/10012152234
Saved in:
3
Testing for changes in (extreme) VaR
Hoga, Yannick
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10011719962
Saved in:
4
Confidence intervals for conditional tail risk measures in ARMA-GARCH models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
Saved in:
5
Modeling time-varying tail dependence, with application to systemic risk forecasting
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 1007-1037
Persistent link: https://www.econbiz.de/10013460046
Saved in:
6
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
7
Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick
;
Demetrescu, Matei
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->