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~person:"Hou, Yanxi"
~person:"Kumar, Dilip"
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Search: subject_exact:"Ausreißer"
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Ausreißer
12
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12
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8
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7
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7
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Hou, Yanxi
Kumar, Dilip
Einmahl, John H. J.
28
Chen Zhou
23
Daouia, Abdelaati
12
Herrera, Rodrigo
12
Stoja, Evarist
10
Straetmans, Stefan
10
Stupfler, Gilles
10
Haan, Laurens de
8
Vries, Casper G. de
8
Acemoglu, Daron
7
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7
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7
Tahbaz-Salehi, Alireza
7
Yang, Fan
7
Allen, David E.
6
Beirlant, Jan
6
Bormann, Carsten
6
Giudici, Paolo
6
Härdle, Wolfgang
6
McAleer, Michael
6
Ozdaglar, Asuman E.
6
Schaumburg, Julia
6
Schienle, Melanie
6
Segers, Johan
6
Stork, Philip
6
Zhang, Zhengjun
6
Ahelegbey, Daniel Felix
5
Chernozhukov, Victor
5
Cotter, John
5
Fernández-Villaverde, Jesús
5
Girard, Stéphane
5
He, Yi
5
Langenbahn, Claus-Michael
5
Levintal, Oren
5
Li, Deyuan
5
Li, Yushu
5
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5
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5
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Insurance / Mathematics & economics
3
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2
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1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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Studies in economics and finance
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ECONIS (ZBW)
12
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1
A two-stage model for high-risk prediction in insurance ratemaking : asymptotics and inference
Hou, Yanxi
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 283-301
Persistent link: https://www.econbiz.de/10013264958
Saved in:
2
Prediction of extremal expectile based on regression models with heteroscedastic extremes
Xu, Wen
;
Hou, Yanxi
;
Li, Deyuan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 522-536
Persistent link: https://www.econbiz.de/10013533450
Saved in:
3
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
4
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
5
Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi
;
Wang, Xing
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
Saved in:
6
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
Saved in:
7
Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
Saved in:
8
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
Saved in:
9
Tail dependence measure for examining financial extreme co-movements
Asimit, Alexandru V.
;
Gerrard, Russell
;
Hou, Yanxi
; …
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 330-348
Persistent link: https://www.econbiz.de/10011705189
Saved in:
10
Interval estimation for a measure of tail dependence
Liu, Aiai
;
Hou, Yanxi
;
Peng, Liang
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 294-305
Persistent link: https://www.econbiz.de/10011398079
Saved in:
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