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~language:"eng"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Messung"
~type_genre:"Working Paper"
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Estimation theory
Kapitaleinkommen
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495
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451
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318
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5
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5
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3
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3
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3
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3
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3
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3
Kaynar, Bahar
3
Liu, Xiyuan
3
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3
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3
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3
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3
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3
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3
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3
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3
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6
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4
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4
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4
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4
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3
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3
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3
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3
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3
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3
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2
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ECONIS (ZBW)
252
EconStor
4
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1
A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
2
Risk averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties
Audet, Charles
;
Bigeon, Jean
;
Couderc, Romain
; …
-
2023
Persistent link: https://www.econbiz.de/10014417933
Saved in:
3
Efficient estimation in extreme value regression models of hedge fund tail risks
Hambuckers, Julien
;
Kratz, Marie
;
Usseglio-Carleve, Antoine
-
2023
Persistent link: https://www.econbiz.de/10014412457
Saved in:
4
Hidden semi-Markov models for rainfall-related insurance claims
Shi, Yue
;
Punzo, Antonio
;
Otneim, Håkon
;
Maruotti, …
-
2023
Persistent link: https://www.econbiz.de/10014431361
Saved in:
5
Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
Saved in:
6
Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
Saved in:
7
A neural network with shared dynamics for multi‐step prediction of
value‐at‐risk
and volatility
Baştürk, Nalan
;
Schotman, Peter C.
;
Schyns, Hugo
-
2022
Persistent link: https://www.econbiz.de/10013539142
Saved in:
8
Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2022
Persistent link: https://www.econbiz.de/10013170008
Saved in:
9
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
10
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
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