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subject:"Statistical theory"
type:"article"
~isPartOf:"Journal of banking & finance"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Statistical theory
Statistische Verteilung
Estimation theory
75
Schätztheorie
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18
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18
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Ergün, Tolga A.
1
Girardi, Giulio
1
Hartmann-Wendels, Thomas
1
Kim, Joocheol
1
Kim, Joseph H. T.
1
Miller, Patrick
1
Paolella, Marc S.
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Paulusch, Joachim
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Journal of banking & finance
Journal of econometrics
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
50
Econometric reviews
49
Economics letters
48
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Insurance / Mathematics & economics
44
Statistics in transition : an international journal of the Polish Statistical Association
24
Journal of the American Statistical Association : JASA
20
The econometrics journal
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Oxford bulletin of economics and statistics
14
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Journal of quantitative economics : official journal of the Indian Econometric Society
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International economic review
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International journal of forecasting
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American journal of agricultural economics
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Finance research letters
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Annales d'économie et de statistique
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Applied economics
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of empirical finance
8
Journal of financial econometrics
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
Jahrbücher für Nationalökonomie und Statistik
7
Journal of mathematical finance
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Journal of risk
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The review of economics and statistics
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International journal of quality & reliability management
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ASTIN bulletin : the journal of the International Actuarial Association
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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1
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
2
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
3
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
4
A parametric alternative to the Hill estimator for heavy-tailed distributions
Kim, Joseph H. T.
;
Kim, Joocheol
- In:
Journal of banking & finance
54
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011377782
Saved in:
5
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
6
Loss given default for leasing : parametric and nonparametric estimations
Hartmann-Wendels, Thomas
;
Miller, Patrick
;
Töws, Eugen
- In:
Journal of banking & finance
40
(
2014
),
pp. 364-375
Persistent link: https://www.econbiz.de/10010403743
Saved in:
7
Systemic risk measurement : multivariate GARCH estimation of CoVaR
Girardi, Giulio
;
Ergün, Tolga A.
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3169-3180
Persistent link: https://www.econbiz.de/10009778470
Saved in:
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