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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of risk"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Kapitaleinkommen"
~subject:"Method of moments"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Kapitaleinkommen
Method of moments
Estimation theory
46
Schätztheorie
46
Risikomaß
16
Risk measure
16
Estimation
14
Schätzung
14
ARCH model
10
ARCH-Modell
10
Portfolio selection
10
Portfolio-Management
10
Time series analysis
9
Zeitreihenanalyse
9
Forecasting model
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
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Risiko
7
Risk
7
Mortality
6
Sterblichkeit
6
Measurement
5
Messung
5
Volatility
5
Volatilität
5
Bayes-Statistik
4
Bayesian inference
4
Bootstrap-Verfahren
4
Capital income
4
Nichtparametrisches Verfahren
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Nonparametric statistics
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Robust statistics
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Robustes Verfahren
4
expected shortfall (ES)
4
value-at-risk (VaR)
4
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9
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Ardia, David
1
Auer, Benjamin R.
1
Belhad, Ahmed
1
Butler, Andrew
1
Canudas-Romo, Vladimir
1
Frangos, Nicholas
1
Gatarek, Lukasz
1
Hoogerheide, Lennart
1
Karlis, Dimitris
1
Kwon, Roy H.
1
Lauria, Davide
1
Lenart, Adam
1
Pascariu, Marius D.
1
Peremans, Kris
1
Qiao, Xiao
1
Schuhmacher, Frank
1
Segaert, Pieter
1
Trindade, A. Alexandre
1
Tzougas, George
1
Van Aelst, Stefan
1
Verdonck, Tim
1
Wang, Yongning
1
Wright, John
1
Yam, Sheung Chi Phillip
1
Yung, Siu Pang
1
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Journal of risk
Scandinavian actuarial journal
Journal of econometrics
136
Econometric reviews
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Economics letters
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Econometric theory
14
Finance research letters
13
The econometrics journal
13
Computational economics
11
Journal of empirical finance
10
Journal of financial econometrics
9
Applied economics letters
8
Economic modelling
8
European journal of operational research : EJOR
8
International journal of forecasting
8
Regional science & urban economics
8
Journal of quantitative economics
7
Discussion paper / Centre for Economic Policy Research
6
Insurance / Mathematics & economics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of forecasting
6
Journal of time series econometrics
6
The North American journal of economics and finance : a journal of financial economics studies
6
Discussion papers / CEPR
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of economic dynamics & control
5
Journal of financial economics
5
Applied economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Financial markets and portfolio management
4
Journal of applied econometrics
4
Operations research
4
Quantitative finance
4
Spatial economic analysis : the journal of the Regional Studies Association
4
The review of economic studies : RES
4
Journal of econometric methods
3
NBER working paper series
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ECONIS (ZBW)
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1
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
Saved in:
2
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
3
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
4
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
5
The maximum entropy mortality model : forecasting mortality using statistical moments
Pascariu, Marius D.
;
Lenart, Adam
;
Canudas-Romo, Vladimir
- In:
Scandinavian actuarial journal
2019
(
2019
)
8
,
pp. 661-685
Persistent link: https://www.econbiz.de/10012194990
Saved in:
6
Confidence intervals of the premiums of optimal bonus malus systems
Karlis, Dimitris
;
Tzougas, George
;
Frangos, Nicholas
- In:
Scandinavian actuarial journal
(
2018
)
2
,
pp. 129-144
Persistent link: https://www.econbiz.de/10011880840
Saved in:
7
A new bootstrap test for multiple assets joint risk testing
Ardia, David
;
Gatarek, Lukasz
;
Hoogerheide, Lennart
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011710231
Saved in:
8
Robust bootstrap procedures for the chain-ladder method
Peremans, Kris
;
Segaert, Pieter
;
Van Aelst, Stefan
; …
- In:
Scandinavian actuarial journal
(
2017
)
10
,
pp. 870-897
Persistent link: https://www.econbiz.de/10011848709
Saved in:
9
A test for the equality of multiple Sharpe ratios
Wright, John
;
Yam, Sheung Chi Phillip
;
Yung, Siu Pang
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013262931
Saved in:
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