//--> //--> //--> //-->
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
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH model"
~subject:"Risk measure"
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:"Frequency distribution"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Risk measure
Statistical distribution
83
Statistische Verteilung
83
Theorie
50
Theory
50
Estimation theory
23
Schätztheorie
23
Estimation
21
Schätzung
21
Forecasting model
19
Prognoseverfahren
19
Time series analysis
16
Zeitreihenanalyse
16
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Statistical test
13
Statistischer Test
13
Capital income
12
Kapitaleinkommen
12
Volatility
12
Volatilität
12
Multivariate Verteilung
10
Multivariate distribution
10
Risikomaß
10
USA
9
United States
9
Bayes-Statistik
8
Bayesian inference
8
Regression analysis
8
Regressionsanalyse
8
Stochastic process
8
Stochastischer Prozess
8
ARCH-Modell
7
Probability theory
7
Wahrscheinlichkeitsrechnung
7
Ausreißer
6
Method of moments
6
Momentenmethode
6
Outliers
6
more ...
less ...
Online availability
All
Undetermined
10
Free
2
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Lucas, André
2
Zhao, Zifeng
2
Bormann, Carsten
1
Chan, Wing Hong
1
Cui, Qiurong
1
D'Innocenzo, Enzo
1
Damien, Paul
1
Davison, Anthony C.
1
Dijk, Dick van
1
Escanciano, Juan Carlos
1
Fan, Jianqing
1
He, Yi
1
Hoga, Yannick
1
Hualde, Javier
1
Janus, Paweł
1
Kalli, Maria
1
Loiza-Maya, Ruben
1
Maheu, John M.
1
Nolde, Natalia
1
Opschoor, Anne
1
Padoan, Simone A.
1
Peng, Liang
1
Qi, Lei
1
Schienle, Melanie
1
Schwaab, Bernd
1
Smith, Michael S.
1
Stupfler, Gilles
1
Taylor, James W.
1
Walker, Stephen G.
1
Xiu, Dacheng
1
Zhang, Dabao
1
Zhang, Jinyuan
1
Zhang, Xin
1
Zhang, Zhengjun
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Insurance / Mathematics & economics
77
Journal of banking & finance
33
International journal of forecasting
32
Discussion paper / Tinbergen Institute
31
Journal of econometrics
27
Finance research letters
26
Risks : open access journal
25
Economic modelling
22
Applied economics
21
Journal of empirical finance
21
The journal of operational risk
20
Journal of risk
18
The European journal of finance
16
International review of financial analysis
15
Quantitative finance
15
Swiss Finance Institute Research Paper
15
Journal of financial econometrics
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
Research paper series / Swiss Finance Institute
14
Energy economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of risk model validation
13
Computational economics
12
International review of economics & finance : IREF
12
European journal of operational research : EJOR
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
SFB 649 discussion paper
11
Scandinavian actuarial journal
11
Working papers
11
Astin bulletin : the journal of the International Actuarial Association
9
Pacific-Basin finance journal
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Economics letters
8
Applied economics letters
7
Discussion paper
7
Econometrics : open access journal
7
International journal of theoretical and applied finance
7
Journal of economic dynamics & control
7
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling extreme events : time-varying extreme tail shape
D'Innocenzo, Enzo
;
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10015053506
Saved in:
2
Risk analysis via generalized pareto distributions
He, Yi
;
Peng, Liang
;
Zhang, Dabao
;
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013534572
Saved in:
3
Tail risk inference via expectiles in heavy-tailed time series
Davison, Anthony C.
;
Padoan, Simone A.
;
Stupfler, Gilles
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 876-889
Persistent link: https://www.econbiz.de/10014448453
Saved in:
4
Dynamic bivariate peak over threshold model for joint tail risk dynamics of financial markets
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 892-906
Persistent link: https://www.econbiz.de/10012653200
Saved in:
5
Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos
;
Hualde, Javier
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 453-465
Persistent link: https://www.econbiz.de/10012499091
Saved in:
6
Detecting structural differences in tail dependence of financial time series
Bormann, Carsten
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 380-392
Persistent link: https://www.econbiz.de/10012262482
Saved in:
7
Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Loiza-Maya, Ruben
;
Smith, Michael S.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 470-486
Persistent link: https://www.econbiz.de/10012262488
Saved in:
8
Conditional extremes in asymmetric financial markets
Nolde, Natalia
;
Zhang, Jinyuan
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 201-213
Persistent link: https://www.econbiz.de/10012179547
Saved in:
9
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:
10
Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution
Taylor, James W.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 121-133
Persistent link: https://www.econbiz.de/10012176554
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->