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  • Search: subject:"Nonnormality"
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Year of publication
Subject
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non-normality 58 Non-normality 55 nonnormality 26 Theorie 24 Theory 22 GARCH 20 Schätztheorie 19 Estimation theory 18 Schätzung 17 CAPM 16 Estimation 16 Portfolio selection 15 Portfolio-Management 15 exact test 15 mean-variance efficiency 14 multivariate linear regression 14 ARCH model 12 ARCH-Modell 12 Monte Carlo test 12 Time series analysis 12 Zeitreihenanalyse 12 uniform linear hypothesis 12 Capital income 11 Kapitaleinkommen 11 Nonnormality 11 Risiko 11 Risk 11 Statistical distribution 11 Statistische Verteilung 11 Statistischer Test 11 Volatility 11 Volatilität 11 bootstrap 11 diagnostics 11 Statistical test 10 heteroskedasticity 10 skewness 10 Heteroscedasticity 9 Heteroskedastizität 7 capital asset pricing model 7
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Online availability
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Undetermined 78 Free 73
Type of publication
All
Article 113 Book / Working Paper 58 Other 1
Type of publication (narrower categories)
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Article in journal 46 Aufsatz in Zeitschrift 46 Working Paper 14 Graue Literatur 11 Non-commercial literature 11 Arbeitspapier 10 Article 3 research-article 2 Hochschulschrift 1 Thesis 1
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Language
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Undetermined 87 English 81 French 4
Author
All
Dufour, Jean-Marie 14 Beaulieu, Marie-Claude 10 Khalaf, Lynda 9 Yang, Zhenlin 8 BEAULIEU, Marie-Claude 6 DUFOUR, Jean-Marie 6 Ramirez, Octavio A. 6 Baltagi, Badi H. 5 Charemza, Wojciech 5 KHALAF, Lynda 5 Satorra, Albert 5 Hallerbach, Winfried G. 4 Rodriguez, Gabriel 4 Agnihotri, Shalini 3 Aykroyd, Robert G. 3 Brenner, Thomas 3 Coudin, Elise 3 Duschl, Matthias 3 Harrar, Solomon 3 Humala, Alberto 3 Kiani, Khurshid M. 3 Leiva, Víctor 3 Makarova, Svetlana D. 3 Nazlıoğlu, Şaban 3 Novales, Alfonso 3 Pirotte, Alain 3 Rubio, Gonzalo 3 Sinha, Pankaj 3 Abbasi, Saddam Akber 2 Ahmad, Shabbir 2 Anatolyev, Stanislav 2 Bentler, Peter 2 Carpio, Carlos E. 2 Cartwright, Phillip A. 2 Christodoulakis, George 2 De Grauwe, Paul 2 Díaz, Carlos 2 Gabriel, Christian 2 Godfrey, L. G. 2 Goulielmos, Alexandros M. 2
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Institution
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 6 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Agricultural and Applied Economics Association - AAEA 3 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 3 Department of Economics and Business, Universitat Pompeu Fabra 3 Département de Sciences Économiques, Université de Montréal 3 Department of Economics, Leicester University 2 Banca d'Italia 1 Banque de France 1 Departamento de Economía de la Empresa, Universidad Carlos III de Madrid 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics, Brigham Young University 1 Department of Economics, Florida International University 1 Department of Economics, University of California-Riverside 1 Deutsche Bundesbank 1 Econometric Society 1 Faculdade de Economia e Gestão, Universidade Católica Portuguesa 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Henley Business School, University of Reading 1 School of Economics, Singapore Management University 1 Swiss Finance Institute 1 Tinbergen Institute 1 Tinbergen Instituut 1 Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften 1
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Published in...
All
Psychometrika 7 CIRANO Working Papers 6 Cahiers de recherche 6 Journal of Applied Statistics 6 Econometric Reviews 4 MPRA Paper 4 Annals of the Institute of Statistical Mathematics 3 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 3 Statistical Papers / Springer 3 Studies in Economics and Finance 3 2001 Annual meeting, August 5-8, Chicago, IL 2 Annals of Finance 2 Applied economics 2 Discussion Papers in Economics 2 Econometric reviews 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Journal of Agricultural and Applied Economics 2 Journal of econometrics 2 Quality & Quantity: International Journal of Methodology 2 Regional science & urban economics 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 2 The Quarterly Review of Economics and Finance 2 Tinbergen Institute Discussion Papers 2 Working Papers on Innovation and Space 2 2002 Annual meeting, July 28-31, Long Beach, CA 1 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Applied economics letters 1 Asia-Pacific Financial Markets 1 Asia-Pacific financial markets 1 BYU Macroeconomics and Computational Laboratory Working Paper Series 1 Business Economics Working Papers 1 Cahier 1 Cahier scientifique 1 Discussion Paper Series 1 1 Discussion Paper Series 1: Economic Studies 1 Discussion paper / Deutsche Bundesbank 1 Discussion paper / Tinbergen Institute 1 Discussion paper series 1 Discussion papers / University of Leicester, Department of Economics 1 Dissertation Series CentER 1
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Source
All
RePEc 103 ECONIS (ZBW) 57 EconStor 7 BASE 3 Other ZBW resources 2
Showing 1 - 10 of 172
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Market consistent valuation for Bitcoin options with long memory in conditional volatility and conditional non-normality
Siu, Tak Kuen - In: The journal of futures markets 45 (2025) 8, pp. 917-945
Persistent link: https://www.econbiz.de/10015464870
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Dynamic influence networks self-organize towards sub-critical financial instabilities
Wanga, Yicheng; Sornette, Didier; Wu, Ke; Lera, Sandro C. - 2024
Persistent link: https://www.econbiz.de/10015142186
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Quantifying the non-Gaussian gain
Allen, David; Satchell, Stephen; Lizieri, Colin - In: Journal of asset management : a major new, … 25 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
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The importance of rare events and other outliers in global strategy research
Beamish, Paul W.; Hasse, Vanessa C. - In: Global strategy journal 12 (2022) 4, pp. 697-713
Persistent link: https://www.econbiz.de/10013472101
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Nelson and Plosser revisited : macroeconomic and financial stability of Turkey
Nazlıoğlu, Şaban; Tarakci, Dogukan; Kilic, Emre - In: Empirical economics : a quarterly journal of the … 66 (2024) 6, pp. 2557-2592
Persistent link: https://www.econbiz.de/10015048309
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Robustness checks in PLS-SEM : a review of recent practices and recommendations for future applications in business research
Santha Vaithilingam; Ong, Chu Sun; Moisescu, Ovidiu Ioan; … - In: Journal of business research : JBR 173 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014547912
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Impact of non-normality of returns on the informational efficiency of stock prices
Butt, Hassan A.; Dille, Lucas; Nichols, Brian - In: Journal of economic insight : (formerly the journal of … 50 (2024) 1, pp. 53-85
Persistent link: https://www.econbiz.de/10014584732
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Asset pricing with heterogeneous agents and non-normal return distributions
Beddock, Arthur - 2021
Persistent link: https://www.econbiz.de/10012617351
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Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - 2020
Persistent link: https://www.econbiz.de/10012220505
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Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Linda - 2020
Persistent link: https://www.econbiz.de/10012319222
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