//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Wahrscheinlichkeitsverteilung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Statistical distribution
178
Statistische Verteilung
178
Theorie
98
Risikomaß
48
Risk measure
48
Estimation theory
38
Forecasting model
38
Prognoseverfahren
38
Schätztheorie
38
Estimation
37
Schätzung
37
Volatility
36
Volatilität
36
Capital income
32
Kapitaleinkommen
32
Portfolio selection
29
Portfolio-Management
29
Time series analysis
24
Zeitreihenanalyse
24
Stochastic process
23
Stochastischer Prozess
23
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Multivariate Verteilung
21
Multivariate distribution
21
Option pricing theory
21
Optionspreistheorie
21
ARCH model
20
ARCH-Modell
20
Risikomanagement
17
Risk management
17
Risiko
15
Risk
15
Statistical test
15
Statistischer Test
15
Ausreißer
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Outliers
14
more ...
less ...
Online availability
All
Undetermined
55
Free
3
Type of publication
All
Article
98
Type of publication (narrower categories)
All
Article in journal
96
Aufsatz in Zeitschrift
96
Language
All
English
98
Author
All
Fabozzi, Frank J.
3
Candelon, Bertrand
2
Dias, Alexandra
2
Duangkamon Chotikapanich
2
Griffiths, William E.
2
Kalli, Maria
2
Nadarajah, Saralees
2
Ravazzolo, Francesco
2
Račev, Svetlozar T.
2
Taylor, James W.
2
Weiß, Gregor
2
Zhao, Zifeng
2
Aastveit, Knut Are
1
Afuecheta, Emmanuel
1
Altman, Edward I.
1
Anand, Abhinav
1
Andersson, Jonas
1
Andrews, Donald W. K.
1
Anzarut, Michelle
1
Aretz, Kevin
1
Arisoy, Yakup Eser
1
Arnold, Steven F.
1
Avdoulas, Christos
1
Babii, Andrii
1
Bai, Yizhou
1
Barabesi, Lucio
1
Bataa, Erdenebat
1
Baur, Dirk G.
1
Bekiros, Stelios
1
Berkowitz, Jeremy
1
Bernard, Carole
1
Bhardwaj, Geetesh
1
Biffi, Paola
1
Bolton, Gary E.
1
Boreiko, D. V.
1
Bormann, Carsten
1
Boubaker, Heni
1
Bouezmarni, Taoufik
1
Brice, Joseph
1
Busetti, Fabio
1
more ...
less ...
Published in...
All
Computational economics
Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Insurance / Mathematics & economics
138
Journal of econometrics
81
Discussion paper / Tinbergen Institute
71
Risks : open access journal
58
International journal of forecasting
51
Economics letters
45
European journal of operational research : EJOR
44
Econometric reviews
32
Scandinavian actuarial journal
32
International journal of theoretical and applied finance
28
Statistical papers
28
Working paper / National Bureau of Economic Research, Inc.
28
Discussion paper / Center for Economic Research, Tilburg University
26
Economic modelling
26
Journal of forecasting
26
Applied economics
25
Econometric theory
25
Journal of empirical finance
24
SFB 649 discussion paper
24
Applied economics letters
23
Journal of economic theory
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
International review of financial analysis
22
NBER Working Paper
22
The European journal of finance
22
Astin bulletin : the journal of the International Actuarial Association
21
NBER working paper series
21
Finance research letters
20
Quantitative finance
20
Journal of applied econometrics
19
Operations research
19
Operations research letters
19
Working paper
19
Working papers
19
Journal of economic dynamics & control
18
International journal of production research
17
International journal of quality & reliability management
17
more ...
less ...
Source
All
ECONIS (ZBW)
98
Showing
1
-
10
of
98
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10014449844
Saved in:
2
Proper scoring rules for evaluating density forecasts with asymmetric loss functions
Iacopini, Matteo
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 482-496
Persistent link: https://www.econbiz.de/10014448252
Saved in:
3
Risk analysis via generalized pareto distributions
He, Yi
;
Peng, Liang
;
Zhang, Dabao
;
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013534572
Saved in:
4
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
5
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
6
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
7
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
8
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
9
Density forecasts in panel data models : a semiparametric Bayesian perspective
Liu, Laura
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 349-363
Persistent link: https://www.econbiz.de/10014448172
Saved in:
10
Tail risk inference via expectiles in heavy-tailed time series
Davison, Anthony C.
;
Padoan, Simone A.
;
Stupfler, Gilles
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 876-889
Persistent link: https://www.econbiz.de/10014448453
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->