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  • Search: subject:"Probability Distribution"
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Year of publication
Subject
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Statistical distribution 8,610 Statistische Verteilung 8,610 Theorie 4,419 Theory 4,416 Schätztheorie 1,851 Estimation theory 1,850 Risk measure 1,135 Risikomaß 1,134 Estimation 1,115 Schätzung 1,114 Forecasting model 1,053 Prognoseverfahren 1,053 Wahrscheinlichkeitsrechnung 1,043 Probability theory 1,041 Capital income 978 Kapitaleinkommen 978 Volatility 915 Volatilität 915 Stochastischer Prozess 844 Stochastic process 842 Risiko 834 Risk 834 Portfolio selection 825 Portfolio-Management 825 Time series analysis 671 Zeitreihenanalyse 671 ARCH model 638 ARCH-Modell 638 Optionspreistheorie 580 Option pricing theory 578 Nichtparametrisches Verfahren 559 Nonparametric statistics 559 Risk management 540 Risikomanagement 536 Multivariate distribution 503 Multivariate Verteilung 502 Regressionsanalyse 496 Regression analysis 494 Börsenkurs 479 Share price 479
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Online availability
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Free 3,705 Undetermined 2,179 CC license 201
Type of publication
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Article 4,775 Book / Working Paper 4,068
Type of publication (narrower categories)
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Article in journal 4,345 Aufsatz in Zeitschrift 4,345 Graue Literatur 1,957 Non-commercial literature 1,957 Working Paper 1,954 Arbeitspapier 1,951 Aufsatz im Buch 261 Book section 261 Hochschulschrift 129 Thesis 103 Conference paper 47 Konferenzbeitrag 47 Collection of articles written by one author 24 Sammlung 24 Collection of articles of several authors 18 Sammelwerk 18 Lehrbuch 16 Textbook 14 Forschungsbericht 9 Amtsdruckschrift 8 Government document 8 Handbook 8 Handbuch 8 Bibliografie enthalten 7 Bibliography included 7 Systematic review 7 Übersichtsarbeit 7 Aufsatzsammlung 6 Konferenzschrift 5 Mikroform 5 Aufgabensammlung 4 Case study 4 Fallstudie 4 Article 3 Conference proceedings 3 Bibliografie 2 Mehrbändiges Werk 2 Multi-volume publication 2 Statistik 2 Company information 1
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Language
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English 8,573 Undetermined 136 German 109 Polish 5 Russian 5 Spanish 5 French 3 Italian 3 Danish 2 Czech 1 Croatian 1
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Author
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Dijk, Herman K. van 68 Fabozzi, Frank J. 51 Härdle, Wolfgang 47 Lucas, André 47 Račev, Svetlozar T. 47 Ravazzolo, Francesco 46 Mitchell, James 36 Einmahl, John H. J. 35 Paolella, Marc S. 35 Casarin, Roberto 30 Landsman, Zinoviy 30 Linton, Oliver 30 Nadarajah, Saralees 30 Hoogerheide, Lennart 29 Phillips, Peter C. B. 29 Opschoor, Anne 27 Kim, Young Shin 26 Griffiths, William E. 24 Koopman, Siem Jan 24 McAleer, Michael 24 Bollerslev, Tim 22 Furman, Edward 21 Grassi, Stefano 21 Kotz, Samuel 21 Fischer, Matthias 20 Perote, Javier 20 Segers, Johan 20 Stoja, Evarist 20 Diebold, Francis X. 19 Swanson, Norman R. 19 Vries, Casper G. de 19 Wu, Ximing 19 Aastveit, Knut Are 18 Corradi, Valentina 18 Dillenberger, David 18 Madan, Dilip B. 18 Ardia, David 17 Bianchi, Michele Leonardo 17 Bottazzi, Giulio 17 Fagiolo, Giorgio 17
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Institution
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International Monetary Fund (IMF) 66 National Bureau of Economic Research 47 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 22 Center for Economic Research <Tilburg> 7 London School of Economics and Political Science 7 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Centre for Analytical Finance <Århus> 5 European University Institute / Department of Economics 5 HAL 5 International Monetary Fund 4 Rutgers University / Department of Economics 4 Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management 4 University of California, San Diego / Department of Economics 4 Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften 3 Econometrisch Instituut <Rotterdam> 3 Federal Reserve Bank of Cleveland 3 Federal Reserve Bank of St. Louis 3 State University of New York at Albany / Department of Economics 3 University of California Davis / Department of Economics 3 University of Cambridge / Department of Applied Economics 3 University of Cambridge / Faculty of Economics 3 University of Canterbury / Dept. of Economics and Finance 3 University of York / Department of Economics and Related Studies 3 Boston College / Department of Economics 2 California Agricultural Experiment Station / Department of Agricultural and Resource Economics 2 Centre for Microdata Methods and Practice <London> 2 Chamber of Commerce of the United States of America 2 Deutsches Institut für Wirtschaftsforschung 2 European Central Bank 2 European Commission / Joint Research Centre 2 European Parliament 2 Federal Reserve Bank of Chicago 2 Federal Reserve Bank of New York 2 Institut ekonomických studií, Univerzita Karlova v Praze 2 International Center for Financial Asset Management and Engineering 2 OECD 2 Robert Schuman Centre for Advanced Studies 2 Suntory-Toyota International Centre for Economics and Related Disciplines 2 The Wharton Financial Institutions Center 2 Trinity College Dublin / Department of Economics 2
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Published in...
All
Insurance / Mathematics & economics 225 Journal of econometrics 184 Discussion paper / Tinbergen Institute 128 Economics letters 94 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 92 Risks : open access journal 91 International journal of forecasting 87 International journal of theoretical and applied finance 70 IMF Working Papers 65 Finance research letters 62 Econometric reviews 60 European journal of operational research : EJOR 59 Econometric theory 56 Applied economics 53 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 53 Journal of banking & finance 52 Journal of forecasting 51 Applied economics letters 49 Discussion paper / Center for Economic Research, Tilburg University 48 Quantitative finance 48 Working paper 48 The journal of operational risk 46 Economic modelling 43 Scandinavian actuarial journal 43 Physica A: Statistical Mechanics and its Applications 42 Working paper / National Bureau of Economic Research, Inc. 41 Computational economics 40 NBER Working Paper 40 NBER working paper series 40 Journal of applied econometrics 39 Working papers 39 CEMMAP working papers / Centre for Microdata Methods and Practice 38 Journal of empirical finance 37 Statistical papers 37 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 36 International review of financial analysis 35 The European journal of finance 35 Journal of the American Statistical Association : JASA 34 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 33 The econometrics journal 32
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Source
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ECONIS (ZBW) 8,632 RePEc 200 EconStor 6 BASE 3 Other ZBW resources 2
Showing 171 - 180 of 8,843
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Minority Protection in Voting Mechanisms – Experimental Evidence
Engelmann, Dirk; Grüner, Hans Peter; Possajennikov, … - 2023
Under simple majority voting an absolute majority of voters may choose policies that are harmful to minorities. It is the purpose of sub- and super-majority rules to protect legitimate minority interests. We study how voting rules are chosen under the veil of ignorance. In our experiment,...
Persistent link: https://www.econbiz.de/10014357989
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Happy Times : Measuring Happiness Using Response Times
Liu, Shuo; Netzer, Nick - 2023
Surveys that measure subjective states like happiness or preferences often generate discrete ordinal data. Ordered response models, which are commonly used to analyze such data, suffer from a fundamental identification problem. Their conclusions depend on unjustified assumptions about the...
Persistent link: https://www.econbiz.de/10014358107
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Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks
Hambuckers, Julien; Kratz, Marie; Usseglio-Carleve, Antoine - 2023
We introduce a method to estimate simultaneously the tail and the threshold parameters of an extreme value regression model. This standard model finds its use in finance to assess the effect of market variables on extreme loss distributions of investment vehicles such as hedge funds. However, a...
Persistent link: https://www.econbiz.de/10014359412
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Spline Local Basis Methods for Nonparametric Density Estimation
Kirkby, Justin; Leitao Rodriguez, Alvaro; Nguyen, Duy - 2023
This work reviews the literature on spline local basis methods for non-parametric density estimation. Particular attention is paid to B-spline density estimators which have experienced recent advances in both theory and methodology. These estimators occupy a very interesting space in statistics,...
Persistent link: https://www.econbiz.de/10014359436
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The Bivariate Exponentiated Additive Weibull Distribution and its Multivariate Extension with Applications
Poonia, Neeraj; Prajapati, Deepak; Azad, Sarita - 2023
Recently, Abd EL-Baset and Ghazal (2020) introduced the exponentiated additive Weibull distribution, which is very useful in modeling the reliability analysis of a product, such as reliability of decision-making and cost-benefit analysis. The products inherently decay with usage and age,...
Persistent link: https://www.econbiz.de/10014361207
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Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi; Dionne, Georges - 2023
Persistent link: https://www.econbiz.de/10014234014
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Efficient estimation in extreme value regression models of hedge fund tail risks
Hambuckers, Julien; Kratz, Marie; Usseglio-Carleve, Antoine - 2023
Persistent link: https://www.econbiz.de/10014412457
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Consumption partial insurance in the presence of tail income risk
Ghosh, Anisha; Theloudis, Alexandros - 2023
Persistent link: https://www.econbiz.de/10014339954
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Extreme Value Inference for Heterogeneous Power Law Data
Einmahl, John H. J.; He, Yi - 2023
We extend extreme value statistics to independent data with possibly very different distributions. In particular, we present novel asymptotic normality results for the Hill estimator, which now estimates the extreme value index of the average distribution. Due to the heterogeneity, the...
Persistent link: https://www.econbiz.de/10014344650
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Research of orthotropic composites failure taking into account their structural stochasticity
Kvit, Roman - In: Technology audit and production reserves 2 (2023) 1/70, pp. 14-18
Persistent link: https://www.econbiz.de/10014388638
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