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~person:"Fabozzi, Frank J."
~person:"Harvey, Andrew C."
~person:"McAleer, Michael"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Testverteilung"
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Statistische Verteilung
Statistical distribution
88
Theorie
37
Theory
37
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21
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21
Capital income
19
Kapitaleinkommen
19
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Fabozzi, Frank J.
Harvey, Andrew C.
McAleer, Michael
Dijk, Herman K. van
47
Ravazzolo, Francesco
44
Härdle, Wolfgang
39
Račev, Svetlozar T.
38
Lucas, André
30
Mitchell, James
30
Opschoor, Anne
30
Paolella, Marc S.
30
Casarin, Roberto
29
Einmahl, John H. J.
28
Nadarajah, Saralees
27
Phillips, Peter C. B.
27
Landsman, Zinoviy
25
Griffiths, William E.
23
Hoogerheide, Lennart F.
23
Linton, Oliver
23
Hoogerheide, Lennart
21
Perote, Javier
20
Diebold, Francis X.
19
Fischer, Matthias
19
Kotz, Samuel
19
Swanson, Norman R.
19
Ardia, David
18
Bollerslev, Tim
18
Corradi, Valentina
18
Dijk, Dick van
18
Furman, Edward
18
Grassi, Stefano
18
Kim, Young Shin
18
Madan, Dilip B.
18
Segers, Johan
18
Bottazzi, Giulio
17
Wu, Ximing
17
van Dijk, H. K.
17
Koopman, Siem Jan
16
Sornette, Didier
16
Stoyanov, Stoyan V.
16
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1
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Optimizing optimization : the next generation of optimization applications and theory
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SERIEs : Journal of the Spanish Economic Association
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State space and unobserved component models : theory and applications
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Frank J. Fabozzi series
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The econometrics journal
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
88
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1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
3
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
4
Dynamic Tobit models
Harvey, Andrew C.
;
Liao, Yin
-
2019
Persistent link: https://www.econbiz.de/10012692647
Saved in:
5
Risk Estimation for GARCH Processes with Heavy-Tailed Innovations
Prohl, Silke
-
2019
Persistent link: https://www.econbiz.de/10012895335
Saved in:
6
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
7
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
8
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
9
Modeling time series with zero observations
Harvey, Andrew C.
;
Ito, Ryoko
-
2017
Persistent link: https://www.econbiz.de/10011631471
Saved in:
10
Modeling time series when some observations are zero
Harvey, Andrew C.
;
Ito, Ryoko
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 33-45
Persistent link: https://www.econbiz.de/10012438084
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