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type_genre:"Glossar enthalten"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~type_genre:"Aufsatz in Zeitschrift"
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Statistical distribution
63
Statistische Verteilung
63
Theorie
34
Theory
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Capital income
16
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16
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14
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Račev, Svetlozar T.
3
Alfarano, Simone
2
Fabozzi, Frank J.
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Liu, Xiaochun
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1
Alexeev, Vitali
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Journal of economic dynamics & control
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Insurance / Mathematics & economics
195
Journal of econometrics
165
Economics letters
94
International journal of forecasting
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Risks : open access journal
76
European journal of operational research : EJOR
65
International journal of theoretical and applied finance
62
Econometric reviews
56
Journal of banking & finance
56
Econometric theory
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Journal of forecasting
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Applied economics letters
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Finance research letters
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The journal of operational risk
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Journal of empirical finance
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International review of financial analysis
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Scandinavian actuarial journal
37
Statistical papers
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of the American Statistical Association : JASA
34
Statistics in transition : an international journal of the Polish Statistical Association
34
Journal of applied econometrics
33
The European journal of finance
33
The North American journal of economics and finance : a journal of financial economics studies
31
Astin bulletin : the journal of the International Actuarial Association
30
The journal of futures markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Operations research letters
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International journal of quality & reliability management
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Journal of mathematical finance
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Journal of risk and financial management : JRFM
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
63
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1
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
2
Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations
Pan, Jiazhu
;
He, Yali
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 377-395
Persistent link: https://www.econbiz.de/10014372884
Saved in:
3
Optimization study of momentum investment strategies under asymmetric power-law distribution of return rate
Wu, Xu
;
Wang, Kun
;
Zhang, Linlin
;
Peng, Chong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 687-704
Persistent link: https://www.econbiz.de/10014506859
Saved in:
4
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
5
A family of nonparametric unit root tests for processes driven by infinite variance innovations
Gogebakan, Kemal Caglar
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 705-721
Persistent link: https://www.econbiz.de/10013554942
Saved in:
6
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models
Kaldorf, Matthias
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013334611
Saved in:
7
Testing for stationarity with covariates : more powerful tests with non-normal errors
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Karul, Cagin
;
You, Yu
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 191-203
Persistent link: https://www.econbiz.de/10013334708
Saved in:
8
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
9
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
10
Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals
Alexeev, Vitali
;
Ignatieva, Ekaterina
;
Liyanage, Thusitha
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012507454
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