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isPartOf:"TRACE discussion papers / Tinbergen Institute"
subject:"Probability theory"
~subject:"Belgien"
~subject:"Statistical theory"
~subject:"Volatilität"
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Probability theory
Belgien
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Estimation theory
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Schätztheorie
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Theory
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Cheng, Shihong
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Daníelsson, Jón
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Dijk, Herman K. van
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Haan, Laurens de
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TRACE discussion papers / Tinbergen Institute
Journal of econometrics
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
67
Economics letters
62
Econometric reviews
59
Discussion paper / Tinbergen Institute
52
Econometric theory
45
International journal of forecasting
23
NBER Working Paper
23
Discussion paper / Center for Economic Research, Tilburg University
21
Série des documents de travail / Centre de Recherche en Économie et Statistique
21
Journal of empirical finance
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Economic modelling
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Technical working paper / National Bureau of Economic Research
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The econometrics journal
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Statistics in transition : an international journal of the Polish Statistical Association
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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European journal of operational research : EJOR
16
Quantitative finance
16
CORE discussion paper : DP
15
CREATES research paper
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Discussion paper
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Finance research letters
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Econometrics : open access journal
14
Journal of banking & finance
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Oxford bulletin of economics and statistics
14
Report / Econometric Institute, Erasmus University Rotterdam
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International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Journal of forecasting
13
NBER technical working paper series
13
Europäische Hochschulschriften / 5
12
International economic review
12
Journal of risk and financial management : JRFM
12
SFB 649 discussion paper
12
Discussion paper / Tinbergen Institute / Tinbergen Institute
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Insurance / Mathematics & economics
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1
Almost sure convergence in extreme value theory
Cheng, Shihong
;
Peng, Liang
;
Qi, Yongcheng
-
1995
Persistent link: https://www.econbiz.de/10000910423
Saved in:
2
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1995
Persistent link: https://www.econbiz.de/10000910491
Saved in:
3
Multivariate stochastic volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
Saved in:
4
A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank
;
Urbain, Jean-Pierre
;
Dijk, Herman K. van
-
1995
Persistent link: https://www.econbiz.de/10000916991
Saved in:
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