//--> //--> //-->
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:"Kapitaleinkommen"
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
Robust linear functional mixed...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
elliptical distributions
32
Elliptical distributions
24
Local influence
18
Theorie
16
Theory
15
Statistical distribution
13
Statistische Verteilung
13
local influence
11
Portfolio selection
8
Portfolio-Management
8
Risikomaß
6
Risk measure
6
Estimation theory
5
Measurement
5
Messung
5
Multivariate Analyse
5
Multivariate analysis
5
Probability theory
5
Schätztheorie
5
Wahrscheinlichkeitsrechnung
5
value-at-risk
5
Capital income
4
Elliptical Distributions
4
Risk management
4
Stochastic process
4
Stochastischer Prozess
4
conditional value-at-risk
4
diagnostics
4
endogenous information
4
monotone strategies
4
portfolio optimization
4
strategic information transmission
4
Adaptivity
3
Bayesian inference
3
Efficient estimation
3
Residual analysis
3
Risiko
3
Risikomanagement
3
Risk
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Bagnato, Luca
1
Bouchaud, Jean-Philippe
1
Chicheportiche, Rémy
1
Landsman, Zinoviy
1
Makov, Udi
1
Maruotti, Antonello
1
Pelagatti, Matteo
1
Punzo, Antonio
1
Sbrana, Giacomo
1
Shushi, Tomer
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Journal of financial econometrics
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multivariate tail covariance measure for elliptical distributions
Landsman, Zinoviy
;
Makov, Udi
;
Shushi, Tomer
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 27-35
Persistent link: https://www.econbiz.de/10011904613
Saved in:
2
The joint distribution of stock returns is not elliptical
Chicheportiche, Rémy
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009624498
Saved in:
3
Hidden Markov and Semi-Markov models with multivariate leptokurtic-normal components for robust modeling of daily returns series
Maruotti, Antonello
;
Punzo, Antonio
;
Bagnato, Luca
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 91-117
Persistent link: https://www.econbiz.de/10012054429
Saved in:
4
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->