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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Statistical distribution"
~subject:"USA"
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Stochastischer Prozess
Volatility
Statistical distribution
USA
Estimation theory
118
Schätztheorie
118
Statistische Verteilung
43
Risikomaß
24
Risk measure
24
Regression analysis
20
Regressionsanalyse
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Estimation
18
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Guillou, Armelle
6
Goegebeur, Yuri
4
Qin, Jing
3
Taylor, Greg
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Hou, Yanxi
2
Stupfler, Gilles
2
Wong, Bernard
2
Abdelli, Jihane
1
Ahn, Jae Youn
1
Albrecher, Hansjörg
1
Benkhelifa, Lazhar
1
Bladt, Martin
1
Bladt, Mogens
1
Bolancé, Catalina
1
Brahimi, Brahim
1
Brio, Esther B. del
1
Buch-Kromann, Tine
1
Calderín-Ojeda, Enrique
1
Chan, Kung-sik
1
Chavez-Demoulin, Valérie
1
Chen, Yu
1
Cooley, Daniel
1
Coqueret, Guillaume
1
Dutang, Christophe
1
Esmaeili, Habib
1
Fung, Tsz Chai
1
Gao, Guangyuan
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Genest, Christian
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Gijbels, Irène
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Gomes-Gonçalves, Erika
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Gzyl, Henryk
1
Gómez-Déniz, Emilio
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Hartman, Brian
1
Hashorva, Enkelejd
1
Hayter, Anthony J.
1
Hua, Lei
1
Huang, Chao
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Insurance / Mathematics & economics
Journal of econometrics
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
Economics letters
73
Discussion paper / Tinbergen Institute
56
Econometric reviews
53
Econometric theory
52
The review of economics and statistics
46
Working paper / National Bureau of Economic Research, Inc.
42
CREATES research paper
39
International journal of forecasting
36
The econometrics journal
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
Journal of empirical finance
31
Economic modelling
30
CEMMAP working papers / Centre for Microdata Methods and Practice
29
Journal of applied econometrics
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Journal of the American Statistical Association : JASA
27
Applied economics
26
Journal of forecasting
26
European journal of operational research : EJOR
25
Statistics in transition : an international journal of the Polish Statistical Association
25
Discussion paper / Center for Economic Research, Tilburg University
24
Journal of banking & finance
24
American journal of agricultural economics
23
Econometrics : open access journal
23
Finance research letters
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Cowles Foundation discussion paper
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
SFB 649 discussion paper
22
Série des documents de travail / Centre de Recherche en Économie et Statistique
22
Discussion papers of interdisciplinary research project 373
21
Discussion paper series / IZA
20
Journal of financial econometrics
20
Journal of risk and financial management : JRFM
20
NBER working paper series
20
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
19
The journal of futures markets
19
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1
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
2
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
3
Nonparametric density estimation and risk quantification from tabulated sample moments
Lambert, Philippe
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 177-189
Persistent link: https://www.econbiz.de/10013534519
Saved in:
4
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
5
Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses
Meng, Jin
;
Chan, Kung-sik
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 60-75
Persistent link: https://www.econbiz.de/10013264936
Saved in:
6
A general optimal approach to Bühlmann credibility theory
Yan, Yujie
;
Song, Kai-Sheng
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 262-282
Persistent link: https://www.econbiz.de/10013264957
Saved in:
7
Mortality modeling and regression with matrix distributions
Albrecher, Hansjörg
;
Bladt, Martin
;
Bladt, Mogens
; …
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 68-87
Persistent link: https://www.econbiz.de/10013471186
Saved in:
8
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Goegebeur, Yuri
;
Guillou, Armelle
;
Pedersen, Tine
;
Qin, Jing
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 102-122
Persistent link: https://www.econbiz.de/10013471190
Saved in:
9
Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
Fung, Tsz Chai
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 180-198
Persistent link: https://www.econbiz.de/10013471210
Saved in:
10
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
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