//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimation of stable distribut...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
170
Theory
166
Volatility
63
Volatilität
63
Estimation theory
55
Schätztheorie
55
CAPM
51
Börsenkurs
45
Capital income
44
Kapitaleinkommen
44
Share price
43
Schätzung
41
Estimation
39
Time series analysis
36
Zeitreihenanalyse
36
Risikoprämie
28
Risk premium
27
Stochastic process
26
Stochastischer Prozess
26
USA
25
United States
24
Statistical distribution
22
Statistische Verteilung
22
Method of moments
21
Momentenmethode
21
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Option pricing theory
21
Optionspreistheorie
21
ARCH model
18
ARCH-Modell
18
Forecasting model
18
Prognoseverfahren
18
Finanzmarkt
16
Portfolio-Management
16
Risiko
16
Risk
16
Financial market
15
Portfolio selection
14
Econometrics
13
more ...
less ...
Online availability
All
Free
272
Undetermined
119
Type of publication
All
Book / Working Paper
376
Article
294
Other
4
Type of publication (narrower categories)
All
Article in journal
135
Aufsatz in Zeitschrift
135
Working Paper
105
Arbeitspapier
95
Graue Literatur
85
Non-commercial literature
85
Amtsdruckschrift
13
Aufsatz im Buch
13
Book section
13
Government document
13
Collection of articles of several authors
5
Sammelwerk
5
Aufsatzsammlung
4
Systematic review
4
Übersichtsarbeit
4
Article
2
Festschrift
2
Interview
2
Hochschulschrift
1
Research Report
1
Thesis
1
more ...
less ...
Language
All
English
371
Undetermined
286
French
15
German
1
Italian
1
Author
All
Renault, Eric
236
Garcia, René
233
Veredas, David
216
Luger, Richard
26
Almeida, Caio
23
Ghysels, Eric
23
Luciani, Matteo
23
Antoine, Bertille
21
Bauwens, Luc
21
VEREDAS, David
21
Gouriéroux, Christian
20
Meddahi, Nour
20
Dominicy, Yves
19
Rindisbacher, Marcel
18
Bonomo, Marco
17
Chabi-Yo, Fousseni
17
Hautsch, Nikolaus
16
Silvestrini, Andrea
16
Florens, Jean-Pierre
15
Monfort, Alain
15
Touzi, Nizar
14
Ardison, Kym
13
Barigozzi, Matteo
13
Bonomo, Marco Antonio
13
Pastorello, Sergio
13
Renault, Éric
13
Dufour, Jean-Marie
12
Frazier, David T.
12
Hallin, Marc
12
Ogata, Hiroaki
12
Fontaine, Jean-Sébastien
11
Gagliardini, Patrick
11
Hess, Dieter
11
Werker, Bas J. M.
11
Dungey, Mardi H.
10
Pascual, Roberto
10
Tédongap, Roméo
10
GARCIA, René
9
Pohlmeier, Winfried
9
RENAULT, Eric
9
more ...
less ...
Institution
All
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
36
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
27
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
24
Bank of Canada
10
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
8
Département de Sciences Économiques, Université de Montréal
7
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
7
Banco de España
4
Department of Economics, Simon Fraser University
4
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
3
Center for Economic Research <Tilburg>
2
Departamento de Estadistica, Universidad Carlos III de Madrid
2
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
2
Econometric Society
2
FGV/EPGE Escola Brasileira de Economia e Finanças, Fundação Getulio Vargas (FGV)
2
Banca d'Italia
1
Carleton University, Department of Economics
1
Center for Financial Studies
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Centre for Financial Research <Köln>
1
Centro di Economia del Lavoro e di Politica Economica (CELPE), Università degli Studi di Salerno
1
Crawford School of Public Policy, Australian National University
1
Department of Economics, Emory University
1
Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA)
1
Economics Research, World Bank Group
1
Federal Reserve Bank of New York
1
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
London School of Economics (LSE)
1
Risk and Insurance Archive
1
Robert Schuman Centre for Advanced Studies
1
School of Economics and Finance, Tasmanian School of Business and Economics
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
1
Tinbergen Instituut
1
Toulouse School of Economics (TSE)
1
Université de Montréal / Département de sciences économiques
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Journal of econometrics
53
ULB Institutional Repository
36
CIRANO Working Papers
26
Journal of Econometrics
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
CORE Discussion Papers
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
CORE discussion paper : DP
10
Cahier / Département de Sciences Économiques, Université de Montréal
9
The review of financial studies
9
Working Papers / Bank of Canada
9
CORE Discussion Papers RP
8
Cahiers de recherche
8
Econometric theory
8
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of Financial Econometrics
7
Journal of banking & finance
7
Journal of financial econometrics
7
Working Papers ECARES
7
ECARES working paper
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
L' Actualité économique : revue trimest.
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The Canadian journal of economics
6
Bank of Canada Working Paper
5
CORE discussion papers : DP
5
Econometric reviews
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of applied econometrics
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Working paper / Bank of Canada
5
Banco de España Working Papers
4
Discussion Papers / Department of Economics, Simon Fraser University
4
Documentos de trabajo / Banco de España
4
Staff working paper / Bank of Canada
4
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
4
Annales d'Economie et de Statistique
3
CIRANO - Scientific Publication
3
CORE Discussion Paper
3
more ...
less ...
Source
All
ECONIS (ZBW)
348
RePEc
241
OLC EcoSci
62
EconStor
13
BASE
7
USB Cologne (business full texts)
1
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
more ...
less ...
Showing
81
-
90
of
674
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
The emergence of systemically important insurers
Dungey, Mardi H.
;
Luciani, Matteo
;
Veredas, David
-
2014
Persistent link: https://www.econbiz.de/10011289451
Saved in:
82
Estimating and forecasting large panels of volatilities with approximate dynamic factor models
Luciani, Matteo
;
Veredas, David
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 163-176
Persistent link: https://www.econbiz.de/10011305278
Saved in:
83
A simple two-component model for the distribution of intraday returns
Coroneo, Laura
;
Veredas, David
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 775-797
Persistent link: https://www.econbiz.de/10009691780
Saved in:
84
Ranking systemically important financial institutions
Dungey, Mardi H.
;
Luciani, Matteo
;
Veredas, David
-
2012
Persistent link: https://www.econbiz.de/10009665974
Saved in:
85
The method of simulated quantiles
Dominicy, Yves
;
Veredas, David
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 235-247
Persistent link: https://www.econbiz.de/10009706206
Saved in:
86
One-step R-estimation in linear models with stable errors
Hallin, Marc
;
Swan, Yvik
;
Verdebout, Thomas
;
Veredas, David
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 195-204
Persistent link: https://www.econbiz.de/10009706209
Saved in:
87
Disentangled jump-robust realized covariances and correlations with non-synchronous prices
Vander Elst, Harry
;
Veredas, David
-
2014
Persistent link: https://www.econbiz.de/10010418993
Saved in:
88
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
Saved in:
89
Ranking systemically important financial institutions
Dungey, Mardi H.
;
Luciani, Matteo
;
Veredas, David
-
2012
Persistent link: https://www.econbiz.de/10009673255
Saved in:
90
Market liquidity as dynamic factors
Hallin, Marc
;
Mathias, Charles
;
Pirotte, Hugues
; …
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 42-50
Persistent link: https://www.econbiz.de/10009270591
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->