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type_genre:"Mehrbändiges Werk"
type_genre:"Working Paper"
~person:"Hoga, Yannick"
~subject:"Statistische Verteilung"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Statistische Verteilung
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Estimation theory
6
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Statistical distribution
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4
Risk measure
4
Statistical test
3
Statistischer Test
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Hoga, Yannick
Phillips, Peter C. B.
16
Einmahl, John H. J.
12
Swanson, Norman R.
12
White, Halbert
11
Chernozhukov, Victor
10
Audrino, Francesco
9
Fernández-Val, Iván
8
Harvey, Andrew C.
8
Wu, Ximing
8
Angrist, Joshua D.
7
Bekaert, Geert
7
Daouia, Abdelaati
7
Diebold, Francis X.
7
Dijk, Herman K. van
7
Härdle, Wolfgang
7
Lucas, André
7
Nadarajah, Saralees
7
Pesaran, M. Hashem
7
Sentana, Enrique
7
Stupfler, Gilles
7
Abadie, Alberto
6
Armah, Nii Ayi
6
Bera, Anil K.
6
Bouezmarni, Taoufik
6
Butucea, Cristina
6
Caporale, Guglielmo Maria
6
Galichon, Alfred
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Granger, C. W. J.
6
Heckman, James J.
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Hoffman, Dennis L.
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Kleibergen, Frank
6
Linton, Oliver
6
McAleer, Michael
6
McDonald, James B.
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Millimet, Daniel L.
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Paolella, Marc S.
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Peng, Liang
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Econometric theory
1
Journal of financial econometrics
1
The econometrics journal
1
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1
Extremal dependence-based specification testing of time series
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1274-1287
Persistent link: https://www.econbiz.de/10014448632
Saved in:
2
Where does the tail begin? : an approach based on scoring rules
Hoga, Yannick
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 579-601
Persistent link: https://www.econbiz.de/10012195423
Saved in:
3
Confidence intervals for conditional tail risk measures in ARMA-GARCH models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
Saved in:
4
Extreme conditional tail moment estimation under serial dependence
Hoga, Yannick
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 587-615
Persistent link: https://www.econbiz.de/10012152234
Saved in:
5
Change point tests for the tail index of β-mixing random variables
Hoga, Yannick
- In:
Econometric theory
33
(
2017
)
4
,
pp. 915-954
Persistent link: https://www.econbiz.de/10011810218
Saved in:
6
Testing for changes in (extreme) VaR
Hoga, Yannick
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10011719962
Saved in:
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