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~accessRights:"free"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~language:"eng"
~person:"Einmahl, John H. J."
~subject:"Schätzung"
~subject:"Theorie"
~subject:"Volatilität"
~type:"book"
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Schätzung
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Estimation theory
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16
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tail dependence
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Einmahl, John H. J.
Kleijnen, Jack P. C.
42
Borm, Peter
40
Tijs, Stef
29
Talman, Dolf
25
Brânzei, Rodica
22
Hertog, Dirk den
21
Hendrickx, Ruud L. P.
20
Kort, Peter M.
17
Boone, Jan
16
Hamers, Herbert
15
Ours, Jan C. van
14
Reijnierse, Hans
14
Norde, Henk
13
Soest, Arthur van
11
Werker, Bas J. M.
11
Herings, Peter Jean-Jacques
10
Laan, Gerard van der
10
Moors, Johannes J. A.
10
Quant, Marieke
9
Sadrieh, Abdolkarim
9
Uras, Burak
9
Degryse, Hans
8
Ligthart, Jenny E.
8
Mehdad, Ehsan
8
Meijdam, Lex
8
Melenberg, Bertrand
8
Strijbosch, L. W. G.
8
Velzen, Bas van
8
Čížek, Pavel
8
Brekelmans, Ruud
7
De Waegenaere, Anja
7
Dimitrov, Dinko
7
Engwerda, Jacob Christiaan
7
Huisman, Kuno J. M.
7
Potters, Jan
7
Raa, Thijs ten
7
Thijssen, Jacco J. J.
7
Beers, Wim C. M. van
6
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
CentER Discussion Paper Series
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CentER Discussion Paper
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CentER Discussion Paper Nr. 2020-004
1
CentER Discussion Paper Nr. 2021-007
1
CentER Working Paper
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ECONIS (ZBW)
12
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1
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
2
Spatial dependence and space-time trends in extreme event
Einmahl, John H. J.
;
Ferreira, Ana
;
Haan, Laurens de
; …
-
2020
Persistent link: https://www.econbiz.de/10012182625
Saved in:
3
Unified extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2020
Persistent link: https://www.econbiz.de/10012291907
Saved in:
4
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
5
Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
Einmahl, John H. J.
;
Li, Jun
;
Liu, Regina Y.
-
2015
Persistent link: https://www.econbiz.de/10011350125
Saved in:
6
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Khmaladze, Estate V.
; …
-
2014
Persistent link: https://www.econbiz.de/10011283328
Saved in:
7
Estimation of extreme depth-based quantile regions
He, Yi
;
Einmahl, John H. J.
-
2014
Persistent link: https://www.econbiz.de/10011282830
Saved in:
8
Superefficient estimation of the marginals by exploiting knowledge on the copula
Einmahl, John H. J.
;
Akker, Ramon van den
-
2010
Persistent link: https://www.econbiz.de/10008746125
Saved in:
9
Central limit theorems for local emprical processes near boundaries of sets
Einmahl, John H. J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003661444
Saved in:
10
A method of moments estimator of tail dependence
Einmahl, John H. J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003674635
Saved in:
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