//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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:"Ausreißer"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Ausreißer
33
Outliers
33
Risikomaß
22
Risk measure
22
Theorie
17
Theory
17
ARCH model
13
ARCH-Modell
13
Extreme value theory
12
Statistical distribution
12
Statistische Verteilung
12
Risikomanagement
11
Risk management
11
Estimation
9
Schätzung
9
Volatility
9
Volatilität
9
Capital income
8
Estimation theory
8
Kapitaleinkommen
8
Schätztheorie
8
Multivariate Verteilung
7
Multivariate distribution
7
Portfolio selection
7
Portfolio-Management
7
Aktienmarkt
5
Börsenkurs
5
Risiko
5
Risk
5
Share price
5
Stock market
5
Aktienindex
4
Financial crisis
4
Financial market
4
Finanzkrise
4
Finanzmarkt
4
Stock index
4
Tail dependence
4
Time series analysis
4
Zeitreihenanalyse
4
more ...
less ...
Online availability
All
Undetermined
19
Free
2
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Einmahl, John H. J.
2
Li, Deyuan
2
Adewuyi, Adeolu O.
1
Akhter, Selim
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Andrieş, Alin Marius
1
Bormann, Carsten
1
Cabello, Alejandra
1
Cao, Yufei
1
Chen Zhou
1
Chen, Lien-Chuan
1
Clements, Adam
1
Cui, Qiurong
1
Daly, Kevin James
1
Dunbar, Kwamie
1
Ghorbel, Ahmed
1
González, Sergio
1
He, Yi
1
Herrera, Rodrigo
1
Hoga, Yannick
1
Horváth, Roman
1
Hou, Yanxi
1
Iglesias, Emma M.
1
Jesús, Raúl de
1
Ji, Jingru
1
Jiang, Zhi-qiang
1
Koedijk, Kees
1
Kool, Clemens
1
Kumar, Dilip
1
Li, Yushu
1
Liu, Liya
1
Liu, Xiaobin
1
Louzis, Dimitrios P.
1
Maheswaran, S.
1
Mudakkar, Syeda Rabab
1
Mudry, Pierre-Antoine
1
Naseem, Imran
1
Ortiz, Edgar
1
Ourir, Awatef
1
more ...
less ...
Published in...
All
Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
33
Discussion paper / Center for Economic Research, Tilburg University
21
Applied economics
16
Risks : open access journal
15
Journal of banking & finance
14
Journal of econometrics
14
Discussion paper / Tinbergen Institute
13
International review of financial analysis
11
The journal of operational risk
11
Working papers / TSE : WP
11
Economics letters
9
Finance research letters
9
Journal of empirical finance
9
Journal of risk
9
DNB working paper
8
Energy economics
8
Journal of international financial markets, institutions & money
8
International journal of forecasting
7
International review of economics & finance : IREF
7
Journal of international money and finance
7
SFB 649 discussion paper
7
Journal of mathematical finance
6
The journal of risk model validation
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics letters
5
CESifo working papers
5
Dissertation Series CentER
5
Journal of financial econometrics
5
NBER Working Paper
5
NBER working paper series
5
Working paper
5
Working paper / Department of Economics, Lund University
5
Astin bulletin : the journal of the International Actuarial Association
4
CentER Discussion Paper Series
4
Econometric reviews
4
European journal of operational research : EJOR
4
Financial markets and portfolio management
4
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
2
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
3
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
4
Hedging the extreme risk of cryptocurrency
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014225746
Saved in:
5
Fixed-k inference for conditional extremal quantiles
Sasaki, Yuya
;
Wang, Yulong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 829-837
Persistent link: https://www.econbiz.de/10013534559
Saved in:
6
Quasi-Bayesian inference for production frontiers
Liu, Xiaobin
;
Yang, Thomas Tao
;
Zhang, Yichong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1334-1345
Persistent link: https://www.econbiz.de/10013539525
Saved in:
7
Prediction of extremal expectile based on regression models with heteroscedastic extremes
Xu, Wen
;
Hou, Yanxi
;
Li, Deyuan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 522-536
Persistent link: https://www.econbiz.de/10013533450
Saved in:
8
Dynamic bivariate peak over threshold model for joint tail risk dynamics of financial markets
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 892-906
Persistent link: https://www.econbiz.de/10012653200
Saved in:
9
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Albulescu, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012659682
Saved in:
10
Detecting structural differences in tail dependence of financial time series
Bormann, Carsten
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 380-392
Persistent link: https://www.econbiz.de/10012262482
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->