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~language:"eng"
~person:"Benth, Fred Espen"
~person:"Phillips, Peter C. B."
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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Statistische Verteilung
Theorie
171
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171
Time series analysis
98
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98
Estimation theory
91
Schätztheorie
91
Stochastic process
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34
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Benth, Fred Espen
Phillips, Peter C. B.
Nadarajah, Saralees
27
Fabozzi, Frank J.
21
Račev, Svetlozar T.
19
Landsman, Zinoviy
15
Gómez-Déniz, Emilio
14
Sarabia Alzaga, José Maria
13
Calderín-Ojeda, Enrique
12
Kim, Young Shin
12
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12
Perote, Javier
12
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11
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10
Furman, Edward
10
Härdle, Wolfgang
10
Ravazzolo, Francesco
10
Satchell, Stephen
10
Wu, Ximing
10
Ciecka, James E.
9
Cossette, Hélène
9
Griffiths, William E.
9
Parmeter, Christopher F.
9
Peng, Liang
9
Su, Jianxi
9
Taylor, James W.
9
Ñíguez, Trino-Manuel
9
Chinhamu, Knowledge
8
Dijk, Dick van
8
González-Val, Rafael
8
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8
Hua, Lei
8
Linton, Oliver
8
Lucas, André
8
Skoog, Gary R.
8
Blazsek, Szabolcs
7
Corradi, Valentina
7
Dhaene, Jan
7
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7
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7
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International journal of theoretical and applied finance
4
Econometric theory
2
Finance and stochastics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
The journal of energy markets
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Energy economics
1
The econometrics journal
1
The review of economic studies
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ECONIS (ZBW)
18
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18
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1
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
2
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
3
Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo
;
Park, Myungho
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 523-537
Persistent link: https://www.econbiz.de/10012249197
Saved in:
4
Optimal management of green certificates in the Swedish-Norwegian market
Benth, Fred Espen
;
Eriksson, Marcus
;
Westgaard, Sjur
- In:
The journal of energy markets
10
(
2017
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011999418
Saved in:
5
A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets
Pircalabu, Anca
;
Benth, Fred Espen
- In:
Energy economics
68
(
2017
),
pp. 283-302
Persistent link: https://www.econbiz.de/10011905725
Saved in:
6
Stochastic modeling of photovoltaic power generation and electricity prices
Benth, Fred Espen
;
Noor 'Adilah Ibrahim
- In:
The journal of energy markets
10
(
2017
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011999448
Saved in:
7
Infinite density at the median and the typical shape of stock return distributions
Han, Chirok
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 282-294
Persistent link: https://www.econbiz.de/10009159989
Saved in:
8
Bimodal t-ratios : the impact of thick tails on inference
Fiorio, Carlo V.
;
Hajivassiliou, Vassilis Argyrou
; …
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 271-289
Persistent link: https://www.econbiz.de/10003978526
Saved in:
9
LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
Cho, Jin Seo
;
Han, Chirok
;
Phillips, Peter C. B.
- In:
Econometric theory
26
(
2010
)
3
,
pp. 953-962
Persistent link: https://www.econbiz.de/10003992445
Saved in:
10
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
Saved in:
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