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  • Search: subject:"Quantiles"
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Year of publication
Subject
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Quantiles 117 quantiles 95 Theorie 82 Theory 79 Schätzung 71 Estimation 70 Volatility 66 Volatilität 63 Regression analysis 61 Regressionsanalyse 61 Forecasting model 55 Prognoseverfahren 55 Risiko 55 Risk 55 Welt 55 World 55 Nichtparametrisches Verfahren 49 Schätztheorie 49 Estimation theory 48 Nonparametric statistics 48 Börsenkurs 45 Share price 45 Kapitaleinkommen 44 Capital income 42 Statistical distribution 41 Statistische Verteilung 41 Risikomaß 40 Risk measure 39 Causality analysis 35 Kausalanalyse 35 Aktienmarkt 31 Stock market 31 USA 29 conditional quantiles 29 United States 28 ARCH model 25 ARCH-Modell 25 Conditional quantiles 25 Causality-in-quantiles 24 Climate change 24
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Online availability
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Free 245 Undetermined 237 CC license 17
Type of publication
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Article 317 Book / Working Paper 203 Other 1
Type of publication (narrower categories)
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Article in journal 225 Aufsatz in Zeitschrift 225 Working Paper 100 Arbeitspapier 70 Graue Literatur 65 Non-commercial literature 65 Article 13 Conference paper 5 Konferenzbeitrag 5 Aufsatz im Buch 3 Book section 3 Thesis 2 Conference Paper 1 Hochschulschrift 1
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Language
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English 371 Undetermined 143 Spanish 4 French 2 Czech 1
Author
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Gupta, Rangan 38 Bouri, Elie 17 Hallin, Marc 16 Chang, Chia-Lin 15 Chernozhukov, Victor 13 McAleer, Michael 13 Balcilar, Mehmet 10 Manganelli, Simone 10 Wohar, Mark E. 10 Galichon, Alfred 8 Nel, Jacobus 8 Veredas, David 8 Dominicy, Yves 7 Gadea, María Dolores 7 Gonzalo, Jesús 7 Hammoudeh, Shawkat 7 Pierdzioch, Christian 7 Tiwari, Aviral Kumar 7 Bastianin, Andrea 6 Galeotti, Marzio 6 Henry, Marc 6 Manera, Matteo 6 Marmer, Vadim 6 Ogata, Hiroaki 6 Shahzad, Syed Jawad Hussain 6 Shneyerov, Artyom 6 Allen, David 5 Cai, Yifei 5 Cappiello, Lorenzo 5 Daouia, Abdelaati 5 Gobillon, Laurent 5 Komunjer, Ivana 5 Mensi, Walid 5 Meurs, Dominique 5 Nedeljkovic, Milan 5 Nielsen, Joshua 5 Roux, Sébastien 5 Shahbaz, Muhammad 5 Arellano, Manuel 4 Batrakova, Svetlana 4
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Institution
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HAL 6 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 5 Cowles Foundation for Research in Economics, Yale University 3 Department of Economics and Finance, College of Business and Economics 3 European Central Bank 3 Faculty of Economics, University of Cambridge 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 3 Université Paris-Dauphine (Paris IX) 3 Vancouver School of Economics 3 Centre for Microdata Methods and Practice (CEMMAP) 2 DIAL 2 Department of Economics, University of California-Riverside 2 Department of Economics, University of California-San Diego (UCSD) 2 Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin" 2 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Fondazione ENI Enrico Mattei (FEEM) 2 Institute of Economic Research, Kyoto University 2 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 2 Abteilung für Volkswirtschaftslehre, Universität Mannheim 1 Agricultural and Applied Economics Association - AAEA 1 Banco de España 1 C.E.P.R. Discussion Papers 1 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Departamento de Economía, Facultad de Economía y Negocios 1 Department of Economics, Boston College 1 Department of Economics, Iowa State University 1 Department of Economics, Sciences économiques 1 Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia 1 Dipartimento di Scienze Economiche, Statistiche e Finanziarie, Università della Calabria 1 Economics Department, Claremont McKenna College 1 Facultat d'Economia i Empresa, Universitat de Barcelona 1 Graduate School of Economics, Hitotsubashi University 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institut de Recerca en Economia Aplicada (IREA), Facultat d'Economia i Empresa 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Institute for International Integration Studies (IIIS), Trinity College Dublin 1
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Published in...
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The North American journal of economics and finance : a journal of financial economics studies 18 Finance research letters 17 Energy economics 16 Department of Economics working paper series 14 Working paper 10 cemmap working paper 9 CEMMAP working papers / Centre for Microdata Methods and Practice 8 ECARES working paper 8 Statistics & Probability Letters 7 Annals of the Institute of Statistical Mathematics 6 MPRA Paper 6 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 6 ECB Working Paper 5 Working Papers ECARES 5 Econometrics 4 Economics letters 4 International review of economics & finance : IREF 4 International review of financial analysis 4 Journal of Econometrics 4 Journal of international financial markets, institutions & money 4 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 Technological forecasting & social change : an international journal 4 Working papers / TSE : WP 4 Applied economics 3 Cambridge Working Papers in Economics 3 Computational Statistics 3 Computational Statistics & Data Analysis 3 Computational economics 3 Cowles Foundation Discussion Papers 3 Econometric reviews 3 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 3 Economics Papers from University Paris Dauphine 3 Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie 3 Insurance 3 International journal of finance & economics : IJFE 3 Journal of econometrics 3 Labour economics : official journal of the European Association of Labour Economists 3 Metrika 3 Microeconomics.ca working papers 3 Post-Print / HAL 3
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Source
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ECONIS (ZBW) 302 RePEc 170 EconStor 44 BASE 4 Other ZBW resources 1
Showing 1 - 10 of 521
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Public-private sector wage gaps in Australia : extent, trends and gender
Birch, Elisa Rose; Preston, Alison - In: The journal of industrial relations 68 (2026) 1, pp. 110-142
Persistent link: https://www.econbiz.de/10015596453
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Do financial technology and clean bonds reshape risk spillovers in sectoral equity markets? : A quantile-based assessment using the US case
Hossain, Mohammad Razib; Doğan, Buhari; Tiwari, Aviral … - In: Energy economics 157 (2026), pp. 1-30
Persistent link: https://www.econbiz.de/10015644723
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The asymmetric effects of exchange rate on inflation : a QNARDL approach
Tanku, Altin; Skufi, Lorena - 2026
Persistent link: https://www.econbiz.de/10015608958
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Multivariate quantiles: geometric and measure-transportation-based contours
Hallin, Marc; Konen, Dimitri - 2023
Persistent link: https://www.econbiz.de/10014391450
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Kyoto's clean development mechanism for emissions reduction in developing economies
Fernando, Lakmini; McWhinnie, Stephanie F. - In: The Australian journal of agricultural and resource … 69 (2025) 2, pp. 281-297
Persistent link: https://www.econbiz.de/10015375193
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Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua; … - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10015359814
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Unpacking clean and dirty energy market linkages : fresh evidence from quantile-on-quantile connectedness and causality-in-quantiles
Raggad, Bechir; Neffati, Mohamed; Ben Salha, Ousama - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 6, pp. 129-143
Persistent link: https://www.econbiz.de/10015481246
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The roles of global supply chain pressure and economic conditions in forecasting the VaR of commodity markets : a quantile GARCH-MIDAS approach
Li, Zhangying; Chuang, O-Chia; Gupta, Rangan; Bouri, Elie - 2025
Persistent link: https://www.econbiz.de/10015446109
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Predicting the conditional distributions of inflation and inflation uncertainty in South Africa : the role of climate risks
Balcilar, Mehmet; Kutu, Kenny; Das, Sonali; Gupta, Rangan - 2025
Persistent link: https://www.econbiz.de/10015446110
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Implied skewness of the treasury yield : a new predictor for stock market bubbles
Polat, Onur; Gupta, Rangan; Demirer, Rıza; Bouri, Elie - 2025
Persistent link: https://www.econbiz.de/10015467592
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