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Risikomaß
Schätztheorie
109
Estimation theory
107
Theorie
89
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87
Nichtparametrisches Verfahren
71
Nonparametric statistics
70
Regression analysis
70
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61
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59
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39
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29
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22
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21
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21
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18
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18
China
14
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12
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12
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12
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12
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11
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11
Kausalanalyse
11
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11
Multivariate Verteilung
11
Multivariate distribution
11
Nichtlineare Regression
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Nonlinear regression
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Cai, Zongwu
7
Liu, Xiyuan
3
Xiao, Zhijie
3
Fang, Ying
2
Tian, Dingshi
2
Wang, Yulong
2
Guo, Hongtao
1
Lam, Miranda S.
1
Ma, Chaoqun
1
Mi, Xianhua
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Working papers series in theoretical and applied economics
6
Journal of econometrics
2
Boston College working papers in economics
1
The international journal of business and finance research : IJBFR
1
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ECONIS (ZBW)
10
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1
Assessing tail risk using expectile regressions with partially varying coefficients
Cai, Zongwu
;
Fang, Ying
;
Tian, Dingshi
-
2018
Persistent link: https://www.econbiz.de/10011965749
Saved in:
2
Econometric modeling of risk measures : a selective review of the recent literature
Tian, Dingshi
;
Cai, Zongwu
;
Fang, Ying
-
2018
Persistent link: https://www.econbiz.de/10011965814
Saved in:
3
Nonparametric estimation of conditional VaR and expected shortfall
Cai, Zongwu
;
Wang, Xian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 120-130
Persistent link: https://www.econbiz.de/10003783792
Saved in:
4
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
Saved in:
5
A functional-coefficient VAR model for dynamic quantiles with constructing financial network
Cai, Zongwu
;
Liu, Xiyuan
-
2020
Persistent link: https://www.econbiz.de/10012312878
Saved in:
6
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
7
A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
8
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
-
2020
-
This version: March 2020
Persistent link: https://www.econbiz.de/10012231154
Saved in:
9
Risk analysis using regression quantiles : evidence from international equity markets
Guo, Hongtao
;
Lam, Miranda S.
;
Wu, Guojun
;
Xiao, Zhijie
- In:
The international journal of business and finance …
7
(
2013
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009675606
Saved in:
10
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
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