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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Estimation"
~subject:"Statistical distribution"
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Volatility
Estimation
Statistical distribution
Estimation theory
117
Schätztheorie
117
Statistische Verteilung
43
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24
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24
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Guillou, Armelle
5
Goegebeur, Yuri
4
Qin, Jing
3
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2
Taylor, Greg
2
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2
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Insurance / Mathematics & economics
Journal of econometrics
329
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Economics letters
141
Econometric reviews
85
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61
Applied economics letters
60
Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The econometrics journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of the American Statistical Association : JASA
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Journal of financial econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Statistics in transition : an international journal of the Polish Statistical Association
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Finance research letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of economics and financial issues : IJEFI
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Quantitative finance
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The review of economics and statistics
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of theoretical and applied finance
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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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