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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Risk measure"
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Risk measure
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
155
Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Regression analysis
11
Regressionsanalyse
11
Statistical distribution
10
Statistical theory
10
Statistische Methodenlehre
10
Statistische Verteilung
10
ARCH model
9
ARCH-Modell
9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Sampling
9
Stichprobenerhebung
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8
Estimation
8
Schätzung
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Chaos theory
7
Chaostheorie
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Frankreich
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Markov chain
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Markov-Kette
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Probability theory
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Wahrscheinlichkeitsrechnung
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Bayesian inference
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Gouriéroux, Christian
3
Francq, Christian
2
Zakoïan, Jean-Michel
2
Horváth, Lajos
1
Jasiak, Joann
1
Liu, Wei
1
Robert, Christian Yann
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Insurance / Mathematics & economics
24
Journal of risk
21
Journal of econometrics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
The journal of risk model validation
9
Finance research letters
8
Journal of banking & finance
8
Discussion paper / Tinbergen Institute
7
Journal of financial econometrics
7
Computational economics
6
European journal of operational research : EJOR
6
Risks : open access journal
6
SFB 649 discussion paper
6
International journal of forecasting
5
International journal of theoretical and applied finance
5
Quantitative finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of operational risk
5
Working papers series in theoretical and applied economics
5
Dresdner Beiträge zu quantitativen Verfahren
4
Finance and economics discussion series
4
International journal of monetary economics and finance
4
Journal of forecasting
4
Journal of mathematical finance
4
Journal of risk and financial management : JRFM
4
Working papers / TSE : WP
4
Econometrics : open access journal
3
Journal of empirical finance
3
Operations research
3
Scandinavian actuarial journal
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
Working papers
3
Applied economics
2
CAEPR working papers
2
Econometric reviews
2
Economic research
2
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ECONIS (ZBW)
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1
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
2
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
3
Sensitivity analysis of distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003468643
Saved in:
4
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
5
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
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