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  • Search: subject:"Statistical Distribution"
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Year of publication
Subject
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Statistical distribution 8,640 Statistische Verteilung 8,624 Theorie 4,417 Theory 4,415 Schätztheorie 1,856 Estimation theory 1,854 Risikomaß 1,138 Risk measure 1,138 Estimation 1,121 Schätzung 1,120 Forecasting model 1,054 Prognoseverfahren 1,054 Wahrscheinlichkeitsrechnung 1,038 Probability theory 1,035 Capital income 978 Kapitaleinkommen 978 Volatility 919 Volatilität 919 Stochastischer Prozess 842 Stochastic process 840 Risiko 832 Risk 832 Portfolio selection 824 Portfolio-Management 824 Zeitreihenanalyse 676 Time series analysis 675 ARCH model 640 ARCH-Modell 640 Optionspreistheorie 585 Option pricing theory 583 Nichtparametrisches Verfahren 561 Nonparametric statistics 561 Risikomanagement 538 Risk management 534 Multivariate distribution 504 Multivariate Verteilung 503 Regressionsanalyse 497 Regression analysis 495 Börsenkurs 480 Share price 480
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Online availability
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Free 3,617 Undetermined 2,092 CC license 201
Type of publication
All
Article 4,668 Book / Working Paper 4,021
Type of publication (narrower categories)
All
Article in journal 4,339 Aufsatz in Zeitschrift 4,339 Graue Literatur 1,961 Non-commercial literature 1,961 Working Paper 1,957 Arbeitspapier 1,956 Aufsatz im Buch 260 Book section 260 Hochschulschrift 131 Thesis 103 Conference paper 47 Konferenzbeitrag 47 Collection of articles written by one author 25 Sammlung 25 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 Conference proceedings 3 Statistik 3 research-article 3 Bibliografie 2 Dissertation u.a. Prüfungsschriften 2 Mehrbändiges Werk 2 Multi-volume publication 2
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Language
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English 8,519 German 112 Undetermined 33 Polish 5 Russian 5 Spanish 5 French 3 Italian 3 Danish 2 Czech 1 Croatian 1
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Author
All
Dijk, Herman K. van 68 Fabozzi, Frank J. 51 Lucas, André 48 Härdle, Wolfgang 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 Kotz, Samuel 23 Bollerslev, Tim 22 Furman, Edward 21 Grassi, Stefano 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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National Bureau of Economic Research 48 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 22 Center for Economic Research <Tilburg> 7 London School of Economics and Political Science 7 Tilburg University, Center for Economic Research 6 Centre for Analytical Finance <Århus> 5 European University Institute / Department of Economics 5 Rutgers University / Department of Economics 4 Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management 4 Tilburg University, School 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 International Monetary Fund (IMF) 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 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 Technische Universität Dresden 2 The Wharton Financial Institutions Center 2 Trinity College Dublin / Department of Economics 2 Umeå Universitet / Institutionen för Nationalekonomi 2
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Published in...
All
Insurance / Mathematics & economics 225 Journal of econometrics 184 Discussion paper / Tinbergen Institute 129 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 Finance research letters 63 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 Working paper 49 Discussion paper / Center for Economic Research, Tilburg University 48 Quantitative finance 48 The journal of operational risk 46 Economic modelling 43 Scandinavian actuarial journal 43 NBER working paper series 41 Working paper / National Bureau of Economic Research, Inc. 41 Computational economics 40 NBER Working Paper 40 Journal of applied econometrics 39 Working papers 39 CEMMAP working papers / Centre for Microdata Methods and Practice 38 Journal of empirical finance 38 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 Journal of risk and financial management : JRFM 31 Research paper series / Swiss Finance Institute 31
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Source
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ECONIS (ZBW) 8,639 RePEc 30 USB Cologne (EcoSocSci) 15 Other ZBW resources 4 EconStor 1
Showing 21 - 30 of 8,689
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Belief shocks and implications of expectations about growth-at-risk
Boeck, Maximilian; Pfarrhofer, Michael - 2025
Persistent link: https://www.econbiz.de/10015372769
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A new two-component hybrid model for highly right-skewed data : estimation algorithm and application to finance and rainfall data
Osatohanmwen, Patrick - 2025
Persistent link: https://www.econbiz.de/10015372920
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Portfolio tail risk forecasting for international financial assets : a GARCH-MIDAS-R-Vine copula model
Yao, Yinhong; Chen, Xiuwen; Chen, Zhensong - 2025
Persistent link: https://www.econbiz.de/10015374390
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Subjective probability distributions of nonlinear payoffs : Recovering option payoff, agent’s utility, and pricing kernel distributions
Yamazaki, Akira - 2025
Persistent link: https://www.econbiz.de/10015372650
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Mutual fund style drift measured using higher moments and its cash flow incentive
Chen, Qi; Wang, Peng; Yang, Dong - 2025
Persistent link: https://www.econbiz.de/10015372664
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Uncertainty, skewness, and the business cycle through the MIDAS lens
Castelnuovo, Efrem; Mori, Lorenzo - 2025
Persistent link: https://www.econbiz.de/10015372718
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A RGARCH-CARR-SK model : a new high-frequency volatility forecasting and risk measurement model based on dynamic higher moments and generalized realized measures
Liu, Junjie; Zhou, Qingnan; Chen, Zhenlong - 2025
Persistent link: https://www.econbiz.de/10015374491
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ICS for complex data with application to outlier detection for density data objects
Mondon, Camille; Huong Thi Trinh; Ruiz-Gazen, Anne; … - 2025
Persistent link: https://www.econbiz.de/10015405578
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Density forecast transformations
Mogliani, Matteo; Odendahl, Florens - 2025
Persistent link: https://www.econbiz.de/10015406882
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Improving score-driven density forecasts with an application to implied volatility surface dynamics
Zou, Xia; Lin, Yicong; Lucas, André - 2025
Point forecasts of score-driven models have been shown to behave at par with those of state-space models under a variety of circumstances. We show, however, that density rather than point forecasts of plain-vanilla score-driven models substantially underperform their state-space counterparts in...
Persistent link: https://www.econbiz.de/10015408437
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