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Statistical distribution
169
Statistische Verteilung
169
Theorie
155
Theory
155
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125
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125
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104
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104
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Bai, Jushan
9
Linton, Oliver
6
Dijk, Herman K. van
5
Fan, Jianqing
5
Hallin, Marc
5
Ng, Serena
5
Park, Joon Y.
5
Todorov, Viktor
5
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Corradi, Valentina
4
Gonçalves, Sílvia
4
Lewbel, Arthur
4
Liao, Yuan
4
McAleer, Michael
4
Pesaran, M. Hashem
4
Renault, Eric
4
Su, Liangjun
4
Swanson, Norman R.
4
Xiu, Dacheng
4
Andersen, Torben
3
Bollerslev, Tim
3
Chang, Chia-Lin
3
Chen, Rong
3
Dufour, Jean-Marie
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Frühwirth-Schnatter, Sylvia
3
Gouriéroux, Christian
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Hong, Yongmiao
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Kao, Chihwa
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Kapetanios, George
3
Koopman, Siem Jan
3
Li, Qi
3
Ling, Shiqing
3
Lippi, Marco
3
Maheu, John M.
3
Meddahi, Nour
3
Okhrin, Yarema
3
Perron, Benoit
3
Veredas, David
3
Wang, Fa
3
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Journal of econometrics
Insurance / Mathematics & economics
300
Economics letters
209
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208
International journal of forecasting
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
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162
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110
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89
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86
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86
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83
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77
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75
Journal of banking & finance
74
Journal of forecasting
74
Working paper / National Bureau of Economic Research, Inc.
74
Operations research letters
73
Economic modelling
71
Econometric theory
70
NBER working paper series
70
Discussion paper / Center for Economic Research, Tilburg University
69
Applied economics letters
68
Applied economics
67
Journal of applied econometrics
64
Scandinavian actuarial journal
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
CEMMAP working papers / Centre for Microdata Methods and Practice
61
Operations research
61
SFB 649 discussion paper
59
Statistical papers
58
Report / Econometric Institute, Erasmus University Rotterdam
57
Finance research letters
56
Journal of economic dynamics & control
56
Quantitative finance
56
Discussion paper / Centre for Economic Policy Research
54
Theory and decision : an international journal for multidisciplinary advances in decision science
54
Working papers
53
Journal of economic theory
52
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50
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ECONIS (ZBW)
311
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
3
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
6
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
7
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
8
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
9
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
10
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
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