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subject:"Germany"
~isPartOf:"Journal of financial econometrics"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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Germany
Statistical distribution
Estimation theory
49
Schätztheorie
49
Estimation
20
Schätzung
20
Time series analysis
15
Zeitreihenanalyse
15
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13
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Boudt, Kris
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Cornilly, Dries
1
Dahl, Christian M.
1
Grønneberg, Steffen
1
Hoga, Yannick
1
Hurn, Stan
1
Iglesias, Emma M.
1
Kim, Minjoo
1
Lindsay, Kenneth A.
1
Lucas, André
1
Opschoor, Anne
1
Shin, Yongcheol
1
Stander, Julian
1
Sucarrat, Genaro
1
Verdonck, Tim
1
Xu, Lina
1
Zhang, Qi
1
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Journal of financial econometrics
Journal of econometrics
63
Insurance / Mathematics & economics
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Economics letters
28
Econometric theory
26
Statistics in transition : an international journal of the Polish Statistical Association
24
Econometric reviews
23
Journal of the American Statistical Association : JASA
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
The econometrics journal
15
Europäische Hochschulschriften / 5
13
Econometrics : open access journal
12
European journal of operational research : EJOR
12
International journal of forecasting
12
Statistical papers
12
Risks : open access journal
10
Applied economics letters
9
Oxford bulletin of economics and statistics
9
Reihe Quantitative Ökonomie : Ökon
9
Schriften zur angewandten Ökonometrie
9
Applied economics
8
Computational economics
8
Finance research letters
8
Journal of empirical finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Astin bulletin : the journal of the International Actuarial Association
7
Journal of banking & finance
7
Journal of international money and finance
7
Journal of mathematical finance
7
Journal of risk
7
Journal of risk and financial management : JRFM
7
International journal of quality & reliability management
6
Jahrbücher für Nationalökonomie und Statistik
6
The journal of operational risk
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Economic modelling
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Journal of economic inequality
5
Journal of forecasting
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ECONIS (ZBW)
8
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1
A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
Xu, Lina
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 852-879
Persistent link: https://www.econbiz.de/10014314834
Saved in:
2
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:
3
The tail behavior due to the presence of the risk premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean models
Dahl, Christian M.
;
Iglesias, Emma M.
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 139-159
Persistent link: https://www.econbiz.de/10012878189
Saved in:
4
A coskewness shrinkage approach for estimating the skewness of linear combinations of random variables
Boudt, Kris
;
Cornilly, Dries
;
Verdonck, Tim
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012180319
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
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
7
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:
8
Extreme conditional tail moment estimation under serial dependence
Hoga, Yannick
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 587-615
Persistent link: https://www.econbiz.de/10012152234
Saved in:
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