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:"Monte Carlo simulation"
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
ON THE LACK OF POWER OF OMNIBU...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Statistical test
6
Statistischer Test
6
Estimation theory
3
Schätztheorie
3
Time series analysis
3
Zeitreihenanalyse
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Conditional quantiles
2
Empirical processes
2
Modellierung
2
Nonlinear time series
2
Omnibus tests
2
Quantile processes
2
Risikomaß
2
Risk measure
2
Scientific modelling
2
Subsampling
2
Tail risk
2
Theorie
2
Theory
2
Value-at-risk
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Basel Accord
1
Basler Akkord
1
Correlation
1
Estimation
1
Korrelation
1
Martingal
1
Martingale
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Regression analysis
1
Regressionsanalyse
1
Robust statistics
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Escanciano, J. Carlos
1
Olmo, Jose
1
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Backtesting parametric value-at-risk with estimation risk
Escanciano, J. Carlos
;
Olmo, Jose
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 36-51
Persistent link: https://www.econbiz.de/10003992793
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
