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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
IMF Working Papers
104
Insurance / Mathematics & economics
33
Discussion paper / Center for Economic Research, Tilburg University
21
Applied economics
20
Risks : open access journal
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Discussion paper / Tinbergen Institute
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Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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European journal of operational research : EJOR
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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
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:
4
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:
5
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:
6
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:
7
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:
8
Confidence intervals for conditional tail risk measures in ARMA-GARCH models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
Saved in:
9
Extreme quantile estimation for autoregressive models
Li, Deyuan
;
Wang, Huixia
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 661-670
Persistent link: https://www.econbiz.de/10012179004
Saved in:
10
Max-linear competing factor models
Cui, Qiurong
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10011894393
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