//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Non-commercial literature"
~subject:"Risk management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Escanciano, Juan Carlos"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risk management
Estimation theory
15
Schätztheorie
15
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Estimation
7
Schätzung
7
Theorie
6
Theory
6
IV-Schätzung
5
Instrumental variables
5
Börsenkurs
4
Method of moments
4
Momentenmethode
4
Nichtlineare Regression
4
Nonlinear regression
4
Regression analysis
4
Regressionsanalyse
4
Share price
4
Euler equations
3
Fredholm equations
3
Risikomanagement
3
Risikomaß
3
Risk measure
3
Statistical test
3
Statistischer Test
3
Variational method
3
Variationsrechnung
3
Weak instruments
3
asset pricing
3
integral equations
3
marginal utility
3
pricing kernel
3
GMM
2
Identification
2
Intertemporal elasticity of substitution
2
Local robustness
2
Nonlinear dependence
2
Nonparametric
2
Risiko
2
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
3
Article in journal
3
Aufsatz in Zeitschrift
3
Graue Literatur
3
Working Paper
3
Language
All
English
3
Author
All
Escanciano, Juan Carlos
3
Du, Zaichao
2
Hualde, Javier
1
Zhu, Guangwei
1
Published in...
All
CAEPR working papers
3
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Automatic Portmanteau tests with applications to market risk management
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
-
2017
Persistent link: https://www.econbiz.de/10011688357
Saved in:
2
Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos
;
Hualde, Javier
-
2017
Persistent link: https://www.econbiz.de/10011763135
Saved in:
3
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
-
2015
Persistent link: https://www.econbiz.de/10010532092
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->