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~subject:"Statistische Verteilung"
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Statistische Verteilung
Börsenkurs
52,242
Share price
50,717
Theorie
19,557
Theory
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Kapitaleinkommen
14,505
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Statistische Methodenlehre
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Statistical theory
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CAPM
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Welt
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World
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Schätztheorie
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Portfolio-Management
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Estimation theory
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Germany
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Zeitreihenanalyse
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Dijk, Herman K. van
47
Ravazzolo, Francesco
45
Fabozzi, Frank J.
43
Härdle, Wolfgang
39
Račev, Svetlozar T.
38
Opschoor, Anne
34
McAleer, Michael
33
Lucas, André
32
Casarin, Roberto
30
Mitchell, James
30
Paolella, Marc S.
30
Einmahl, John H. J.
29
Hoogerheide, Lennart
28
Nadarajah, Saralees
27
Phillips, Peter C. B.
27
Hoogerheide, Lennart F.
26
Landsman, Zinoviy
25
Bottazzi, Giulio
24
Linton, Oliver
24
Ardia, David
23
Griffiths, William E.
23
Swanson, Norman R.
22
Corradi, Valentina
21
Koopman, Siem Jan
20
Kotz, Samuel
20
Perote, Javier
20
Diebold, Francis X.
19
Fischer, Matthias
19
Bollerslev, Tim
18
Dijk, Dick van
18
Fagiolo, Giorgio
18
Furman, Edward
18
Grassi, Stefano
18
Kim, Young Shin
18
Lux, Thomas
18
Madan, Dilip B.
18
Segers, Johan
18
Wu, Ximing
18
Okhrin, Yarema
17
van Dijk, H. K.
17
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National Bureau of Economic Research
50
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Center for Economic Research <Tilburg>
7
London School of Economics and Political Science
6
European University Institute / Department of Economics
5
Centre for Analytical Finance <Århus>
4
Econometrisch Instituut <Rotterdam>
4
Rutgers University / Department of Economics
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Federal Reserve Bank of Cleveland
3
Federal Reserve Bank of St. Louis
3
Robert Schuman Centre for Advanced Studies
3
State University of New York at Albany / Department of Economics
3
University of California Davis / Department of Economics
3
University of Cambridge / Department of Applied Economics
3
University of Cambridge / Faculty of Economics
3
University of Canterbury / Dept. of Economics and Finance
3
University of York / Department of Economics and Related Studies
3
World Bank
3
Boston College / Department of Economics
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Centre for Microdata Methods and Practice <London>
2
Chamber of Commerce of the United States of America
2
Deutsches Institut für Wirtschaftsforschung
2
Federal Reserve Bank of Chicago
2
Federal Reserve Bank of New York
2
International Center for Financial Asset Management and Engineering
2
OECD
2
Suntory-Toyota International Centre for Economics and Related Disciplines
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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The Wharton Financial Institutions Center
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Trinity College Dublin / Department of Economics
2
Umeå Universitet / Institutionen för Nationalekonomi
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of California, San Diego / Department of Economics
2
University of New England / Department of Econometrics
2
University of Southampton / Department of Economics
2
University of Warwick / Department of Economics
2
Arbeitsmarktservice Österreich
1
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Insurance / Mathematics & economics
195
Journal of econometrics
169
Discussion paper / Tinbergen Institute
114
Economics letters
94
International journal of forecasting
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Risks : open access journal
78
European journal of operational research : EJOR
67
International journal of theoretical and applied finance
62
Econometric reviews
57
Journal of banking & finance
56
Applied economics
51
Econometric theory
51
Finance research letters
51
Working paper
44
Discussion paper / Center for Economic Research, Tilburg University
43
Economic modelling
43
Journal of forecasting
43
NBER Working Paper
43
Applied economics letters
42
NBER working paper series
42
Tinbergen Institute Discussion Paper
42
CEMMAP working papers / Centre for Microdata Methods and Practice
41
Quantitative finance
41
The journal of operational risk
41
Working paper / National Bureau of Economic Research, Inc.
41
Computational economics
40
Journal of empirical finance
40
Working papers
40
International review of financial analysis
37
Scandinavian actuarial journal
37
Statistical papers
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of applied econometrics
34
Journal of the American Statistical Association : JASA
34
Statistics in transition : an international journal of the Polish Statistical Association
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
The European journal of finance
33
Journal of economic dynamics & control
31
Management science : journal of the Institute for Operations Research and the Management Sciences
31
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ECONIS (ZBW)
8,246
EconStor
221
OLC EcoSci
4
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1
Estimation of extreme depth-based quantile regions
He, Yi
;
Einmahl, John H. J.
-
2014
Persistent link: https://www.econbiz.de/10011282830
Saved in:
2
Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
Einmahl, John H. J.
;
Li, Jun
;
Liu, Regina Y.
-
2015
Persistent link: https://www.econbiz.de/10011350125
Saved in:
3
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
Saved in:
4
A statistical methodology for assessing the maximal strength of tail dependence
Sun, Ning
;
Yang, Chen
;
Zitikis, Ričardas
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 799-825
Persistent link: https://www.econbiz.de/10012307385
Saved in:
5
Combined tail estimation using censored data and expert information
Bladt, Martin
;
Albrecher, Hansjörg
;
Beirlant, Jan
- In:
Scandinavian actuarial journal
2020
(
2020
)
6
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012262751
Saved in:
6
Value-at-risk : techniques to account for leptokurtosis and asymmetric behavior in returns distribtions
Lechner, Lindsay A.
;
Ovaert, Timothy C.
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
5
,
pp. 464-480
Persistent link: https://www.econbiz.de/10008778709
Saved in:
7
Tail dependence of major US stocks
Kang, Long
;
Babbs, Simon H.
- In:
Risk management and corporate governance
,
(pp. 131-165)
.
2012
Persistent link: https://www.econbiz.de/10009505349
Saved in:
8
Estimating the tails : application of EVT in Indian capital market
Roy, Malay K.
;
Roy, Hirak
;
Ghosh, Surajit
- In:
Praj̄nȧn : journal of social and management sciences
40
(
2011
)
3
,
pp. 215-232
Persistent link: https://www.econbiz.de/10009490929
Saved in:
9
A comparison of tail behaviour of stock market returns
Echaust, Krzysztof
- In:
Folia oeconomica Stetinensia : FOS
14
(
2014
)
1
,
pp. 22-34
Persistent link: https://www.econbiz.de/10010518936
Saved in:
10
Construction and backtesting of a multi-factor stress-scenario for the stock market
Boldyrev, Kirill
;
Andrianov, Dmitry
;
Ivliev, Sergey
- In:
Financial econometrics and empirical market microstructure
,
(pp. 37-45)
.
2015
Persistent link: https://www.econbiz.de/10011326724
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