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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~subject:"Risk measure"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Risk measure
Statistische Verteilung
Estimation theory
193
Schätztheorie
193
Statistical distribution
50
Estimation
46
Schätzung
42
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Guillou, Armelle
6
Goegebeur, Yuri
4
Kim, Joseph H. T.
3
Peng, Liang
3
Qin, Jing
3
Taylor, Greg
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Guillén, Montserrat
2
Hou, Yanxi
2
Perote, Javier
2
Pitera, Marcin
2
Rösch, Daniel
2
Schmidt, Thorsten
2
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2
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2
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2
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2
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1
Ahn, Jae Youn
1
Albrecher, Hansjörg
1
Alexander, Carol
1
Benkhelifa, Lazhar
1
Bermúdez, Lluís
1
Bladt, Martin
1
Bladt, Mogens
1
Bolancé, Catalina
1
Brahimi, Brahim
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Calderín-Ojeda, Enrique
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Chan, Kung-sik
1
Chavez-Demoulin, Valérie
1
Chen, Yu
1
Claußen, Arndt
1
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1
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Insurance / Mathematics & economics
Journal of banking & finance
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economics letters
57
Discussion paper / Tinbergen Institute
54
Econometric reviews
48
Econometric theory
48
CREATES research paper
30
The econometrics journal
30
Economic modelling
29
Journal of empirical finance
29
European journal of operational research : EJOR
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometrics : open access journal
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Journal of risk
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SFB 649 discussion paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Finance research letters
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Statistics in transition : an international journal of the Polish Statistical Association
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion paper / Center for Economic Research, Tilburg University
22
Journal of financial econometrics
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Discussion papers of interdisciplinary research project 373
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Journal of risk and financial management : JRFM
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Quantitative finance
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Computational economics
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Cowles Foundation discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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International journal of theoretical and applied finance
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Journal of forecasting
20
Risks : open access journal
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Journal of mathematical finance
16
Operations research
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Applied economics
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1
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
2
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
3
Deep quantile and deep composite triplet regression
Fissler, Tobias
;
Merz, Michael
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 94-112
Persistent link: https://www.econbiz.de/10014282471
Saved in:
4
Nonparametric density estimation and risk quantification from tabulated sample moments
Lambert, Philippe
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 177-189
Persistent link: https://www.econbiz.de/10013534519
Saved in:
5
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
6
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
7
Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses
Meng, Jin
;
Chan, Kung-sik
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 60-75
Persistent link: https://www.econbiz.de/10013264936
Saved in:
8
A general optimal approach to Bühlmann credibility theory
Yan, Yujie
;
Song, Kai-Sheng
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 262-282
Persistent link: https://www.econbiz.de/10013264957
Saved in:
9
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:
10
Mortality modeling and regression with matrix distributions
Albrecher, Hansjörg
;
Bladt, Martin
;
Bladt, Mogens
; …
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 68-87
Persistent link: https://www.econbiz.de/10013471186
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