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  • Search: subject:"Dynamic quantile"
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Year of publication
Subject
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Dynamic Quantile Regressions 7 Dynamic Treatment Effect Models 7 Risikomaß 7 Risk measure 7 CPPI 6 Theorie 6 Theory 6 ARCH model 5 ARCH-Modell 5 Multiple or Simultaneous Equation Models: Time-Series Models 5 Estimation 4 Estimation theory 4 Forecasting model 4 Portfolio selection 4 Portfolio-Management 4 Prognoseverfahren 4 Regression analysis 4 Regressionsanalyse 4 Risikomanagement 4 Risk management 4 Schätztheorie 4 Schätzung 4 Statistical Simulation Methods: General 4 Time series analysis 4 VAR model 4 VAR-Modell 4 VaR 4 Zeitreihenanalyse 4 dynamic quantile regressions 4 Expected shortfall 3 Expectile 3 Risiko 3 Risk 3 Single Equation Models 3 Volatility 3 Volatilität 3 adolescence 3 depression 3 quantile regression 3 Artificial intelligence 2
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Online availability
All
Free 13 Undetermined 13 CC license 1
Type of publication
All
Book / Working Paper 18 Article 16
Type of publication (narrower categories)
All
Article in journal 12 Aufsatz in Zeitschrift 12 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Working Paper 5
Language
All
English 19 Undetermined 15
Author
All
Hamidi, Benjamin 5 Maillet, Bertrand 5 Prigent, Jean-Luc 5 Besstremyannaya, Galina 2 Contoyannis, Paul 2 Götz T.B. 2 Hecq A.W. 2 Li, Jinhu 2 Smeekes S. 2 Assaf, A. Georges 1 Belguith, Rihab 1 Belkhir, Nadia 1 Cepni, Oguzhan 1 Chatziantoniou, Ioannis 1 Chen, Qian 1 Cipollini, Fabrizio 1 Contoyannis, P. 1 Cuñado Eizaguirre, Juncal 1 Demiralay, Sercan 1 Duplinskiy A. 1 Elenjical, Timmy 1 Fu, Shengjie 1 Gabauer, David 1 Gallo, Giampiero M. 1 Gencer, Hatice Gaye 1 Geng, Wenjing 1 Gerlach, Richard 1 Ghysels, Eric 1 Goodell, John W. 1 Gupta, Rangan 1 Götz, Thomas 1 HAMIDI, Benjamin 1 Hardik, Marfatia 1 Hecq, Alain W. J. 1 Herwartz, Helmut 1 Huang, Chun-Sung 1 Huang, Yuan 1 Kock, Florian 1 Li, J. 1 Li, Qingxia 1
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Institution
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Graduate School of Business and Economics (GSBE), School of Business and Economics 5 HAL 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Department of Economics and Related Studies, University of York 1 Department of Economics, McMaster University 1 Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion 1 Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics 1 Stanford Institute for Economic Policy Research (SIEPR), Stanford University 1
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Published in...
All
Research Memorandum / Graduate School of Business and Economics (GSBE), School of Business and Economics 5 Applied economics 2 GSBE research memoranda 2 Journal of economic dynamics & control 2 Computational Statistics 1 Computational Statistics & Data Analysis 1 Department of Economics Working Papers / Department of Economics, McMaster University 1 Department of Economics working paper series 1 Discussion Papers / Stanford Institute for Economic Policy Research (SIEPR), Stanford University 1 Discussion papers / Stanford Institute for Economic Policy Research 1 Documents de travail du Centre d'Economie de la Sorbonne 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Handbook of econometrics : volume 6A 1 Health, Econometrics and Data Group (HEDG) Working Papers 1 International Journal of Energy Economics and Policy : IJEEP 1 International journal of hospitality management 1 Journal of Economic Dynamics and Control 1 Journal of commodity markets 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 Journal of international financial markets, institutions & money 1 Melbourne Institute Working Paper Series 1 Modern economy 1 Post-Print / HAL 1 Risk management : a journal of risk, crisis and disaster 1 Working Papers / HAL 1 Working Papers / Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion 1 Working papers 1
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Source
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ECONIS (ZBW) 18 RePEc 16
Showing 1 - 10 of 34
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Portfolio diversification and dynamic interactions between clean and dirty energy assets
Belkhir, Nadia; Masmoudi, Wafa Kammoun; Loukil, Sahar; … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 1, pp. 519-531
Persistent link: https://www.econbiz.de/10015404092
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Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen; Fu, Shengjie; Cepni, Oguzhan; Gupta, Rangan - 2024
Persistent link: https://www.econbiz.de/10014529004
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Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio; Gallo, Giampiero M.; Palandri, … - 2023 - Prima edizione
Persistent link: https://www.econbiz.de/10014321854
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Tail connectedness between artificial intelligence tokens, artificial intelligence ETFs, and traditional asset classes
Yousaf, Imran; Youssef, Manel; Goodell, John W. - In: Journal of international financial markets, … 91 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10014494809
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Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
Cuñado Eizaguirre, Juncal; Chatziantoniou, Ioannis; … - In: Journal of commodity markets 30 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014426696
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Research on extreme risk measurement in the international carbon emission futures market, based on a two-component Beta-Skew-t-EGARCH-POT model
Geng, Wenjing; Zhao, Xin; Zhou, Xiaoxiao - In: Applied economics 55 (2023) 36, pp. 4194-4203
Persistent link: https://www.econbiz.de/10014299610
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Quantile heterogeneous impact of R&D on firm growth in Chinese manufacture : how ownership, firm size and sectors matter?
Zhu, Huiming; Zhang, Zhongqingyang; Huang, Yuan; Mao, … - In: Applied economics 53 (2021) 28, pp. 3267-3287
Persistent link: https://www.econbiz.de/10012517087
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Dynamic quantile stochastic frontier models
Assaf, A. Georges; Tsionas, Efthymios G.; Kock, Florian - In: International journal of hospitality management 89 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012293826
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Capturing deep tail risk via sequential learning of quantile dynamics
Wu, Qi; Yan, Xing - In: Journal of economic dynamics & control 109 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012314027
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The impact of liquidity risk of commercial banks on systematic risk of banking industry : study of 16 listed commercial banks
Li, Qingxia - In: Modern economy 10 (2019) 3, pp. 645-665
Persistent link: https://www.econbiz.de/10012019655
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