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~subject:"Income distribution"
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Income distribution
Volatilität
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13
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Journal of econometrics
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Economics letters
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International journal of theoretical and applied finance
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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71
A bivariate relative poverty line for leisure time and income poverty : detecting intersectional differences using distributional copulas
Dorn, Franziska
;
Radice, Rosalba
;
Marra, Giampiero
; …
- In:
Review of income and wealth
70
(
2024
)
2
,
pp. 395-419
Persistent link: https://www.econbiz.de/10014536160
Saved in:
72
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
73
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
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74
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
75
Option pricing with dynamic conditional skewness
Liang, Fang
;
Du, Lingshan
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1154-1188
Persistent link: https://www.econbiz.de/10014553957
Saved in:
76
Composite Tukey-type distributions with application to operational risk management
Möstel, Linda
;
Fischer, Matthias
;
Pfeuffer, Marius
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014490209
Saved in:
77
Explanatory power of realised moments
Rehman, Seema
;
Sharif, Saqib
;
Ullah, Wali
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 22-42
Persistent link: https://www.econbiz.de/10014490919
Saved in:
78
Forecasting volatility of stock indices : improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators
Zhi De Khoo
;
Kok Haur Ng
;
You Beng Koh
;
Kooi Huat Ng
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492106
Saved in:
79
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
80
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
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