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type_genre:"Aufsatz im Buch"
~person:"Dijk, Dick van"
~person:"Plerou, V."
~person:"Renault, Eric"
~type_genre:"Article in journal"
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Search: subject_exact:"Statistical distribution"
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Statistical distribution
16
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16
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8
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5
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5
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4
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Dijk, Dick van
Plerou, V.
Renault, Eric
Račev, Svetlozar T.
28
Nadarajah, Saralees
27
Fabozzi, Frank J.
26
Landsman, Zinoviy
15
Gómez-Déniz, Emilio
14
Kim, Young Shin
13
Sarabia Alzaga, José Maria
13
Calderín-Ojeda, Enrique
12
Härdle, Wolfgang
12
Madan, Dilip B.
12
Paolella, Marc S.
12
Perote, Javier
12
Griffiths, William E.
11
Ravazzolo, Francesco
11
Akira Toda, Alexis
10
Furman, Edward
10
Satchell, Stephen
10
Wu, Ximing
10
Benth, Fred Espen
9
Ciecka, James E.
9
Cossette, Hélène
9
Mittnik, Stefan
9
Parmeter, Christopher F.
9
Peng, Liang
9
Phillips, Peter C. B.
9
Su, Jianxi
9
Taylor, James W.
9
Ñíguez, Trino-Manuel
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Chinhamu, Knowledge
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8
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7
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
3
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Journal of economic dynamics & control
1
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1
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1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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ECONIS (ZBW)
16
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1
Localizing strictly proper scoring rules supplementary material on localizing strictly proper scoring rules
Punder, Ramon de
;
Diks, Cees G. H.
;
Laeven, Roger J. A.
; …
- In:
CeNDEF working paper
(
2023
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014377691
Saved in:
2
Backtesting value-at-risk and expected shortfall in the presence of estimation error
Barendse, Sander
;
Kole, Erik
;
Dijk, Dick van
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 528-568
Persistent link: https://www.econbiz.de/10014314760
Saved in:
3
Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne
;
Lucas, André
;
Barra, István
;
Dijk, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
Saved in:
4
Identification of beliefs in the presence of disaster risk and misspecification
Chaudhuri, Saraswata
;
Renault, Eric
;
Wahlstrom, Oscar
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 261-290)
.
2023
Persistent link: https://www.econbiz.de/10014315375
Saved in:
5
New HEAVY models for fat-tailed realized covariances and returns
Opschoor, Anne
;
Janus, Paweł
;
Lucas, André
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 643-657
Persistent link: https://www.econbiz.de/10012249228
Saved in:
6
Forecasting value-at-risk under temporal and portfolio aggregation
Kole, Erik
;
Markwat, Thijs
;
Opschoor, Anne
;
Dijk, Dick van
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 649-677
Persistent link: https://www.econbiz.de/10011987663
Saved in:
7
Aggregation of preferences for skewed asset returns
Chabi-Yo, Fousseni
;
Leisen, Dietmar
;
Renault, Eric
- In:
Journal of economic theory
154
(
2014
),
pp. 453-489
Persistent link: https://www.econbiz.de/10010481322
Saved in:
8
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Sokolinskiy, Oleg
; …
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
Saved in:
9
Asymptotic Normal Inference in Linear Inverse Problems
Carrasco, Marine
;
Florens, Jean-Pierre
;
Renault, Eric
- In:
The Oxford handbook of applied nonparametric and …
.
2014
Persistent link: https://www.econbiz.de/10012881205
Saved in:
10
Likelihood-based scoring rules for comparing density forecasts in tails
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 215-230
Persistent link: https://www.econbiz.de/10009270608
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