//--> //--> //-->
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
subject:"Probability theory"
isPartOf:"TRACE discussion papers / Tinbergen Institute"
~isPartOf:"Journal of econometrics"
~person:"Nicolau, João"
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: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Aktienindex
1
Ausreißer
1
Börsenkurs
1
Capital income
1
Covariates information
1
Estimation theory
1
Extreme value theory
1
Kapitaleinkommen
1
Outliers
1
Pareto-type distributions
1
Risikomaß
1
Risk measure
1
Schätztheorie
1
Share price
1
Statistical distribution
1
Statistische Verteilung
1
Stock index
1
Tail index
1
Wahrscheinlichkeitsrechnung
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Nicolau, João
Hajivassiliou, Vassilis Argyrou
2
Aït-Sahalia, Yacine
1
Barnett, Glen
1
Breunig, Christoph
1
Börsch-Supan, Axel
1
Chaudhuri, Saraswata
1
Choi, Seungmoon
1
Daníelsson, Jón
1
Dijk, Herman K. van
1
Dominicy, Yves
1
Giesecke, Kay
1
Goldman, Matt
1
Haan, Laurens de
1
Heikkilä, Matias
1
Heiler, Phillip
1
Horowitz, Joel
1
Ilmonen, Pauliina
1
Iwata, Shigeru
1
Judge, George G.
1
Kaplan, David M.
1
Karantinins, Kostas
1
Kazak, Ekaterina
1
Kleibergen, Frank
1
Kohn, Robert
1
Lee, Tae-hwy
1
Lian, Peng
1
Magdalinos, Michael A.
1
Mammen, Enno
1
McFadden, Daniel
1
Mittelhammer, Ron C.
1
Mykland, Per A.
1
Park, Byeong U.
1
Philipson, Tomas J.
1
Pollak, Robert A.
1
Renault, Eric
1
Ridder, Geert
1
Rodrigues, Paulo M. M.
1
Ruud, Paul Arthur
1
Schwenkler, Gustavo
1
more ...
less ...
Published in...
All
TRACE discussion papers / Tinbergen Institute
Journal of econometrics
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->