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~subject:"Schätztheorie"
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Schätztheorie
Theorie
629,198
Theory
614,295
USA
49,944
United States
48,474
Risk
45,377
Risiko
44,924
Portfolio-Management
44,358
Portfolio selection
44,013
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41,470
Forecasting model
40,475
Schätzung
37,666
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36,707
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35,448
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34,373
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34,280
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33,526
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28,372
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26,347
Geldpolitik
24,345
Monetary policy
23,585
Messung
22,660
Measurement
22,446
Mathematische Optimierung
17,754
Kapitaleinkommen
17,711
Capital income
17,654
Mathematical programming
17,645
Börsenkurs
16,569
Share price
16,311
Zeitreihenanalyse
16,188
Volatilität
15,893
Time series analysis
15,703
Volatility
15,609
Wirtschaftswachstum
14,931
Economic growth
14,307
Spieltheorie
13,381
Game theory
12,640
Experiment
12,616
EU-Staaten
12,577
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12,506
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Free
2,329
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Article
7,021
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5,442
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2
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Article in journal
6,402
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108
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108
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75
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61
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60
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57
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49
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Härdle, Wolfgang
77
Pesaran, M. Hashem
66
Phillips, Peter C. B.
65
Swanson, Norman R.
62
Gouriéroux, Christian
55
Franses, Philip Hans
48
Newey, Whitney K.
46
Andrews, Donald W. K.
44
Baltagi, Badi H.
38
McAleer, Michael
37
Giles, David E. A.
35
Imbens, Guido
35
Koop, Gary
35
Heckman, James J.
33
Linton, Oliver
33
Diebold, Francis X.
31
Horowitz, Joel
31
Ullah, Aman
31
Zakoïan, Jean-Michel
31
Dufour, Jean-Marie
30
Kapetanios, George
30
Robinson, Peter M.
30
Marcellino, Massimiliano
29
Corradi, Valentina
28
Brännäs, Kurt
27
King, Maxwell L.
27
Li, Qi
27
Lucas, André
27
Monfort, Alain
27
White, Halbert
27
Winkelmann, Rainer
27
Ohtani, Kazuhiro
26
Bera, Anil K.
25
Granger, C. W. J.
25
Kleibergen, Frank
25
Kohn, Robert
25
Krämer, Walter
25
Maravall Herrero, Agustín
25
West, Kenneth D.
25
Cai, Zongwu
24
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Ekonomiska forskningsinstitutet <Stockholm>
26
National Bureau of Economic Research
21
Umeå universitet
21
European University Institute / Department of Economics
20
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Universität Basel / Institut für Statistik und Ökonometrie
10
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
University of Exeter / Department of Economics
9
Birkbeck College / Department of Economics
8
Federal Reserve System / Division of Research and Statistics
7
Rutgers University / Department of Economics
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Analytical Finance <Århus>
5
Centre for Microdata Methods and Practice <London>
5
Deutsche Forschungsgemeinschaft
5
Rodney L. White Center for Financial Research
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Chambre de commerce et d'industrie de Paris
4
Institut für Weltwirtschaft
4
Johns Hopkins University / Department of Economics
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
3
Centre for Quantitative Economics & Computing
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Law
3
Institut für Höhere Studien
3
Københavns Universitet / Økonomisk Institut
3
School of Economics <Quezon>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
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Journal of econometrics
475
Economics letters
413
Econometric theory
299
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
257
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
242
Série des documents de travail / Centre de Recherche en Économie et Statistique
161
Econometric reviews
145
Journal of applied econometrics
143
Journal of quantitative economics : official journal of the Indian Econometric Society
138
International journal of forecasting
129
The review of economics and statistics
124
Oxford bulletin of economics and statistics
106
Discussion paper / Tinbergen Institute
103
Journal of forecasting
101
Working paper / National Bureau of Economic Research, Inc.
91
Discussion paper / Center for Economic Research, Tilburg University
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
79
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
Applied economics
63
The review of economic studies
62
International economic review
59
Annales d'économie et de statistique
57
Discussion paper series / IZA
57
Metrika : international journal for theoretical and applied statistics
57
Technical working paper / National Bureau of Economic Research
55
Working paper series
54
American journal of agricultural economics
53
Working paper
49
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
SFB 649 discussion paper
47
The econometrics journal
47
IZA Discussion Papers
46
Insurance / Mathematics & economics
46
Europäische Hochschulschriften / 5
44
Journal of economic dynamics & control
44
Journal of banking & finance
43
Tinbergen Institute Discussion Paper
43
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Source
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ECONIS (ZBW)
12,065
EconStor
388
USB Cologne (EcoSocSci)
7
ArchiDok
3
RePEc
2
Showing
1
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10
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12,465
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date (newest first)
date (oldest first)
1
A comparison of expected shortfall estimation models
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of economics & business
78
(
2015
),
pp. 14-47
Persistent link: https://www.econbiz.de/10011317189
Saved in:
2
Estimating and
backtesting
risk
under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
3
Estimation of the Haezendonck-Goovaerts
risk
measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
4
ExpectHill estimation, extreme
risk
and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
5
Unbiased estimation of
risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
6
Measuring risks in the tail: the extreme VaR and its confidence interval
Guégan, Dominique
;
Hassani, Bertrand
;
Li, Kehan
- In:
Risk and decision analysis
6
(
2017
)
3
,
pp. 213-224
Persistent link: https://www.econbiz.de/10011925077
Saved in:
7
ExpectHill estimation, extreme
risk
and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
8
Asymptotic properties of generalized shortfall
risk
measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
9
Can portfolio
risk
be described with estimates of financial
risk
tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
Saved in:
10
On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 847-853
Persistent link: https://www.econbiz.de/10009708735
Saved in:
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