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Schätzung
Theorie
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McAleer, Michael
25
Allen, David E.
14
Caporin, Massimiliano
12
Koopman, Siem Jan
12
Stoja, Evarist
12
Asai, Manabu
11
Frühwirth-Schnatter, Sylvia
11
Pesaran, M. Hashem
10
Weber, Andrea
10
Escanciano, Juan Carlos
9
Gupta, Rangan
9
Härdle, Wolfgang
9
Paolella, Marc S.
9
Winter-Ebmer, Rudolf
9
Ahelegbey, Daniel Felix
8
Billio, Monica
8
Kano, Kazuko
8
Kano, Takashi
8
Lucas, André
8
Mittnik, Stefan
8
Nakajima, Jouchi
8
Takechi, Kazutaka
8
Willis, Jonathan L.
8
Fischer, Manfred M.
7
Lesage, James P.
7
Manganelli, Simone
7
Mendoza, Enrique G.
7
Mertens, Elmar
7
Pamminger, Christoph
7
Singh, Abhay Kumar
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Terrones, Marco E.
7
Trojani, Fabio
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Almeida, Caio
6
Chen, Cathy W. S.
6
Dijk, Herman K. van
6
Durdu, Ceyhun Bora
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Fortin, Ines
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Francq, Christian
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Garcia, René
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Giacometti, Rosella
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National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
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Universität Mannheim
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Nationalekonomiska Institutionen <Lund>
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Office of Economic Opportunity
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University of Canterbury / Dept. of Economics and Finance
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Journal of banking & finance
29
Finance research letters
27
Journal of econometrics
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Journal of applied econometrics
24
Journal of risk
24
Applied economics
23
Economic modelling
23
The North American journal of economics and finance : a journal of financial economics studies
22
Energy economics
21
Discussion paper / Tinbergen Institute
20
International journal of forecasting
19
Economics letters
17
Insurance / Mathematics & economics
16
International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper
15
Journal of empirical finance
14
Quantitative finance
14
Risks : open access journal
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The journal of risk model validation
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International review of economics & finance : IREF
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working papers
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Journal of risk and financial management : JRFM
12
Computational economics
11
Econometric reviews
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Research in international business and finance
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SFB 649 discussion paper
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The econometrics journal
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Applied economics letters
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Econometric Institute research papers
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Journal of economic dynamics & control
9
Journal of financial econometrics
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Journal of forecasting
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NBER working paper series
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CAMA working paper series
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CESifo working papers
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ECONIS (ZBW)
1,794
EconStor
18
USB Cologne (EcoSocSci)
2
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1
Insurance risk capital and risk aggregation : bivariate copula approach
Mejdoub, Hanène
;
Arab, Mounira Ben
- In:
International journal of computational economics and …
9
(
2019
)
3
,
pp. 202-218
Persistent link: https://www.econbiz.de/10012115324
Saved in:
2
On estimating quantile sensitivities via infinitesimal perturbation analysis
Jiang, Guangxin
;
Fu, Michael
- In:
Operations research
63
(
2015
)
2
,
pp. 435-441
Persistent link: https://www.econbiz.de/10010526698
Saved in:
3
Identifying key elasticities in a CGE model : a Monte Carlo approach
Belgodere, Antoine
;
Vellutini, Charles
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1619-1622
Persistent link: https://www.econbiz.de/10009383411
Saved in:
4
Quantifizierung und Analyse des Kapitalbedarfs für Marktpreisrisiken
Huggenberger, Markus
-
2016
Persistent link: https://www.econbiz.de/10011525434
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5
Insurance valuation : a two-step generalised regression approach
Barigou, Karim
;
Bignozzi, Valeria
;
Tsanakas, Andreas
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 211-245
Persistent link: https://www.econbiz.de/10012805745
Saved in:
6
The risk in the insurance field : a generalized analysis
Ferrentino, Rosa
;
Vota, Luca
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 200-221
Persistent link: https://www.econbiz.de/10012545597
Saved in:
7
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
8
Die ökonometrische Bestimmung von Liquiditätsrisiken und deren Einfluss auf Finanzrisikoprognosen
Uffmann, Christina
-
2020
Persistent link: https://www.econbiz.de/10012115141
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9
Estimation and decomposition of downside risk for portfolios with non-normal returns
Boudt, Kris
;
Peterson, Brian
;
Croux, Christophe
- In:
Journal of risk
11
(
2008/09
)
2
,
pp. 79-103
Persistent link: https://www.econbiz.de/10003809417
Saved in:
10
Conditional Monte Carlo estimation of quantile sensitivities
Fu, Michael
;
Hong, L. Jeff
;
Hu, Jian-Qiang
- In:
Management science : journal of the Institute for …
55
(
2009
)
12
,
pp. 2019-2027
Persistent link: https://www.econbiz.de/10003928512
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