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isPartOf:"CFS Working Paper Series"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Robust statistics"
~subject:"Statistical distribution"
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Robust statistics
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CFS Working Paper Series
Journal of economic dynamics & control
Insurance / Mathematics & economics
78
Journal of banking & finance
30
Risks : open access journal
26
International journal of forecasting
24
Discussion paper / Tinbergen Institute
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European journal of operational research : EJOR
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The journal of operational risk
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Network tail risk estimation in the European banking system
Torri, Gabriele
;
Giacometti, Rosella
;
Tichý, Tomáš
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012668977
Saved in:
2
Capturing deep tail risk via sequential learning of quantile dynamics
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012314027
Saved in:
3
Robust measurement of (heavy-tailed) risks : theory and implementation
Schneider, Judith Christiane
;
Schweizer, Nikolaus
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 152-182
Persistent link: https://www.econbiz.de/10011589518
Saved in:
4
Portfolio management with robustness in both prediction and decision : a mixture model based learning approach
Zhu, Shushang
;
Fan, Minjie
;
Li, Duan
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 1-25
Persistent link: https://www.econbiz.de/10010485842
Saved in:
5
Robust tracking error portfolio selection with worst-case downside risk measures
Ling, Aifan
;
Sun, Jie
;
Yang, Xiaoguang
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 178-207
Persistent link: https://www.econbiz.de/10010388754
Saved in:
6
Improving the value at risk forecasts : theory and evidence from the financial crisis
Halbleib, Roxana
;
Pohlmeier, Winfried
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1212-1228
Persistent link: https://www.econbiz.de/10009655698
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