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Statistical distribution
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1
The metalog distributions
Keelin, Thomas W.
- In:
Decision analysis : a journal of the Institute for …
13
(
2016
)
4
,
pp. 243-277
Persistent link: https://www.econbiz.de/10011627231
Saved in:
2
A test for monotone comparative statics
Echenique, Federico
;
Komunjer, Ivana
- In:
Structural econometric models
,
(pp. 183-232)
.
2013
Persistent link: https://www.econbiz.de/10010359143
Saved in:
3
Causality and predictability in distribution : the ethanol-food price relation revisited
Bastianin, Andrea
;
Galeotti, Marzio
;
Manera, Matteo
- In:
Energy economics
42
(
2014
),
pp. 152-160
Persistent link: https://www.econbiz.de/10010502952
Saved in:
4
Risk measures on P(R) and value at risk with probability/loss function
Frittelli, Marco
;
Maggis, Marco
;
Peri, Ilaria
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 442-463
Persistent link: https://www.econbiz.de/10010484275
Saved in:
5
Evaluating quantile forecasts in the M5 uncertainty competition
Chen, Zhi
;
Gaba, Anil
;
Tsetlin, Ilia
;
Winkler, Robert L.
-
2022
Persistent link: https://www.econbiz.de/10013191522
Saved in:
6
Forecasting value-at-risk using high-frequency information
Huang, Huiyu
;
Lee, Tae-hwy
- In:
Econometrics : open access journal
1
(
2013
)
1
,
pp. 127-140
In the prediction of
quantiles
of daily Standard&Poor’s 500 (S&P 500) returns we consider how to use high-frequency 5 …
Persistent link: https://www.econbiz.de/10009776365
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7
A tale of three cities : climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado)
Gadea, María Dolores
;
Gonzalo, Jesús
-
2020
Persistent link: https://www.econbiz.de/10012500181
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8
Extreme M-
quantiles
as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
9
Modelling lifetime dependence for older ages using a multivariate Pareto distribution
Alai, Daniel H.
;
Landsman, Zinoviy
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 272-285
Persistent link: https://www.econbiz.de/10011597294
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10
A stochastic latent moment model for electricity price formation
Gianfreda, Angelica
;
Bunn, Derek W.
- In:
Operations research
66
(
2018
)
5
,
pp. 1189-1203
Persistent link: https://www.econbiz.de/10011932421
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