//--> //--> //-->
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
~subject:"Expected shortfall"
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
Second order bias of quasi-MLE...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Expected shortfall
Theorie
19
Theory
19
Multivariate distribution
15
Multivariate Verteilung
14
Estimation theory
12
Schätztheorie
12
Technical efficiency
10
Technische Effizienz
10
Statistical distribution
7
Statistische Verteilung
7
Method of moments
5
Momentenmethode
5
Risikomaß
5
Risk measure
5
ARCH model
4
ARCH-Modell
4
Copulas
4
GMM
4
Production function
4
Produktionsfunktion
4
Stochastic frontier
4
Volatility
4
Volatilität
4
Bias correction
3
Capital income
3
Copula
3
Correlation
3
Efficiency
3
Endogeneity
3
Kapitaleinkommen
3
Korrelation
3
Measurement
3
Messung
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Portfolio selection
3
Portfolio-Management
3
Artificial intelligence
2
Ausreißer
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Prokhorov, Artem
3
Hill, Jonathan B.
1
James, Robert
1
Leung, Henry
1
Leung, Jessica Wai Yin
1
Pertaia, Giorgi
1
Uryasev, Stan
1
more ...
less ...
Published in...
All
Journal of banking & finance
1
Journal of econometrics
1
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
Hill, Jonathan B.
;
Prokhorov, Artem
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 18-45
Persistent link: https://www.econbiz.de/10011591613
Saved in:
2
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
3
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->