//--> //--> //--> //-->
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:"Statistical papers"
~isPartOf:"Journal of financial econometrics"
~subject:"ARCH model"
~subject:"Statistical method"
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:"Testverteilung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Statistical method
Statistical distribution
59
Statistische Verteilung
59
Theorie
38
Theory
38
Estimation theory
18
Schätztheorie
18
Risikomaß
12
Risk measure
12
Capital income
11
Kapitaleinkommen
11
ARCH-Modell
8
Forecasting model
7
Portfolio selection
7
Portfolio-Management
7
Prognoseverfahren
7
Risikomanagement
6
Risk management
6
Time series analysis
6
Zeitreihenanalyse
6
Correlation
5
Korrelation
5
Regression analysis
5
Regressionsanalyse
5
Statistical test
5
Statistischer Test
5
expected shortfall
5
value-at-risk
5
Autocorrelation
4
Autokorrelation
4
Bayes-Statistik
4
Bayesian inference
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Risiko
4
Risikoprämie
4
Risk
4
Risk premium
4
Volatility
4
Volatilität
4
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Arashi, M.
1
Augustin, Thomas
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Curto, José Dias
1
Emadi, M.
1
Fernández, Arturo J.
1
Grønneberg, Steffen
1
Kim, Minjoo
1
Liu, Jinjing
1
Marsh, Terry Alan
1
Peng, Shige
1
Pinto, José Castro
1
Shin, Yongcheol
1
Stander, Julian
1
Sucarrat, Genaro
1
Tavares, Gonçalo Nuno
1
Wagner, Niklas F.
1
Wolff, Joachim
1
Wong, Woon K.
1
Yang, Shuzhen
1
Yao, Jianfeng
1
Zhang, Qi
1
more ...
less ...
Published in...
All
Statistical papers
Journal of financial econometrics
Journal of econometrics
18
Discussion paper / Tinbergen Institute
15
International journal of forecasting
15
Journal of empirical finance
14
Economic modelling
12
The European journal of finance
11
Applied economics
10
Finance research letters
10
Journal of forecasting
10
Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of financial analysis
8
Journal of banking & finance
8
Economics letters
7
International review of economics & finance : IREF
7
Journal of risk and financial management : JRFM
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Energy economics
6
Annals of financial economics
5
Applied economics letters
5
Computational economics
5
Econometrics : open access journal
5
International journal of production research
5
Journal of economic dynamics & control
5
Risks : open access journal
5
Discussion paper
4
Discussion paper / Center for Economic Research, Tilburg University
4
Global business & economics review
4
International journal of theoretical and applied finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of risk
4
Quantitative finance
4
Review of quantitative finance and accounting
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working papers
4
Cambridge working papers in economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Saved in:
2
Improving value-at-risk prediction under model uncertainty
Peng, Shige
;
Yang, Shuzhen
;
Yao, Jianfeng
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 228-259
Persistent link: https://www.econbiz.de/10013542865
Saved in:
3
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
4
A GMM skewness and kurtosis ratio test for higher moment dependence
Wong, Woon K.
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 307-332
Persistent link: https://www.econbiz.de/10012232960
Saved in:
5
The threshold GARCH model : estimation and density forecasting for financial returns
Cai, Yuzhi
;
Stander, Julian
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 395-424
Persistent link: https://www.econbiz.de/10012232969
Saved in:
6
FARVaR : functional autoregressive value-at-risk
Cai, Charlie X.
;
Kim, Minjoo
;
Shin, Yongcheol
;
Zhang, Qi
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 284-337
Persistent link: https://www.econbiz.de/10012054445
Saved in:
7
Modeling stock markets' volatility using GARCH models with Normal, Student's t and stable Paretian distributions
Curto, José Dias
;
Pinto, José Castro
;
Tavares, …
- In:
Statistical papers
50
(
2009
)
2
,
pp. 311-321
Persistent link: https://www.econbiz.de/10003815208
Saved in:
8
Evidential inference based on record data and inter-record times
Arashi, M.
;
Emadi, M.
- In:
Statistical papers
49
(
2008
)
2
,
pp. 291-301
Persistent link: https://www.econbiz.de/10003644535
Saved in:
9
Highest posterior density estimation from multiply censored Pareto data
Fernández, Arturo J.
- In:
Statistical papers
49
(
2008
)
2
,
pp. 333-341
Persistent link: https://www.econbiz.de/10003644557
Saved in:
10
A bias analysis of Weibull models under heaped data
Augustin, Thomas
;
Wolff, Joachim
- In:
Statistical papers
45
(
2004
)
2
,
pp. 211-229
Persistent link: https://www.econbiz.de/10001959423
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->