//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Frain, John C."
~person:"Gouriéroux, Christian"
~person:"Khaki, Audil Rashid"
~subject:"alpha stable distribution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Alpha Stable Distribution"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
alpha stable distribution
APARCH
2
alpha-stable distribution
2
conditional dependence index
2
gat
2
gev
2
volatility modeling
2
$\alpha$-stable distribution
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Domain of attraction
1
Infinite moving average
1
Linear process
1
Mixed causal/noncausal process
1
Nonparametric identification
1
Statistical distribution
1
Statistische Verteilung
1
Stock index
1
Theorie
1
Theory
1
Unobserved component model
1
VaR
1
Value at Risk
1
Volatility
1
Volatilität
1
Welt
1
World
1
day of week effects
1
regression
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
English
2
Author
All
Frain, John C.
Gouriéroux, Christian
Khaki, Audil Rashid
Institution
All
Department of Economics, Trinity College Dublin
2
Published in...
All
Trinity Economics Papers
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices
Frain, John C.
-
Department of Economics, Trinity College Dublin
-
2008
tails and a possible
alpha-stable
distribution
, the results can be checked for robustness using methods such as those …
Persistent link: https://www.econbiz.de/10005345869
Saved in:
2
Value at Risk (VaR) and the
alpha-stable
distribution
Frain, John C.
-
Department of Economics, Trinity College Dublin
-
2008
the Value at Risk measure of risk can be improved by the use of an
alpha-stable
distribution
in place of more conventional …
Persistent link: https://www.econbiz.de/10005729332
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->