EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Student's t Distribution"
Narrow search

Narrow search

Year of publication
Subject
All
Continuous distribution 82 Stetige Verteilung 82 Theorie 51 Theory 49 Statistische Verteilung 35 Statistical distribution 33 Volatility 25 Estimation 23 Schätzung 23 Student-t distribution 23 Volatilität 23 Forecasting model 22 Prognoseverfahren 22 ARCH model 17 ARCH-Modell 17 Risikomaß 15 Risk measure 15 Capital income 14 Kapitaleinkommen 14 Estimation theory 13 Schätztheorie 13 Bayesian inference 12 Stochastic process 11 Stochastischer Prozess 11 Bayes-Statistik 10 Student t distribution 10 Markov chain 9 Markov-Kette 9 Monte Carlo simulation 9 Monte-Carlo-Simulation 9 Stochastic volatility 9 State space model 7 USA 7 United States 7 Welt 7 World 7 Zeitreihenanalyse 7 Börsenkurs 6 Maximum likelihood estimation 6 Nichtparametrisches Verfahren 6
more ... less ...
Online availability
All
Free 79 Undetermined 53
Type of publication
All
Book / Working Paper 85 Article 84
Type of publication (narrower categories)
All
Article in journal 52 Aufsatz in Zeitschrift 52 Graue Literatur 47 Non-commercial literature 47 Working Paper 45 Arbeitspapier 40 Hochschulschrift 8 Thesis 6 Aufsatz im Buch 5 Book section 5 Collection of articles written by one author 3 Sammlung 3 Article 2 Aufsatzsammlung 1 Collection of articles of several authors 1 Sammelwerk 1 research-article 1
more ... less ...
Language
All
English 127 Undetermined 39 German 2 Spanish 1
Author
All
Platen, Eckhard 8 Nadarajah, Saralees 7 Nguyen, Hoang 5 Borowiecki, Karol Jan 4 Creal, Drew 4 Dixon, Huw 4 Koopman, Siem Jan 4 Lucas, André 4 Mazur, Stepan 4 Racine, Jeffrey 4 Tian, Kun 4 Van Keilegom, Ingrid 4 Afuecheta, Emmanuel 3 Bassetti, Federico 3 Casarin, Roberto 3 Ganics, Gergely 3 Ignatieva, Katja 3 Jondeau, Eric 3 Karlsson, Sune 3 Kiss, Tamás 3 Lillestøl, Jostein 3 Marczak, Martyna 3 Mazzi, Gian Luigi 3 Proietti, Tommaso 3 Ravazzolo, Francesco 3 Rockinger, Michael 3 Rossi, Barbara 3 Sekhposyan, Tatevik 3 Sinding-Larsen, Richard 3 Österholm, Pär 3 Banerjee, Anirban 2 CRUZ, F. R. B. 2 Cerqueira, Vinícius dos Santos 2 Chib, Siddhartha 2 Dagsvik, John K. 2 Dobrev, Dobrislav 2 Dong, Christine 2 Fischer, Matthias J. 2 Growiec, Jakub 2 Jia, Zhiyang 2
more ... less ...
Institution
All
Finance Discipline Group, Business School 7 Institute of Economic Research, Hitotsubashi University 2 Swiss Finance Institute 2 Erasmus University Rotterdam, Econometric Institute 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Federal Reserve System / Division of Research and Statistics 1 Henley Business School, University of Reading 1 S. Hirzel Verlag <Stuttgart> 1 School of Economics and Political Science, Universität St. Gallen 1 Tinbergen Institute 1 Tinbergen Instituut 1 Trinity College Dublin / Department of Economics 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 1
more ... less ...
Published in...
All
Research Paper Series / Finance Discipline Group, Business School 7 Discussion paper / Department of Business and Management Science 4 Computational economics 3 Advances in Complex Systems (ACS) 2 Annals of operations research ; volume 254, numbers 1/2 (July 2017) 2 Applied economics 2 Asia-Pacific Financial Markets 2 Computational Economics 2 ECARES working paper 2 ECON PhD dissertations 2 FAME Research Paper Series 2 Global COE Hi-Stat Discussion Paper Series 2 International journal of central banking : IJCB 2 Journal of Multivariate Analysis 2 Journal of Risk and Financial Management 2 Journal of economic dynamics & control 2 Journal of forecasting 2 Journal of international financial markets, institutions & money 2 NHH Dept. of Business and Management Science Discussion Paper 2 Oxford bulletin of economics and statistics 2 Physica A: Statistical Mechanics and its Applications 2 Tinbergen Institute Discussion Papers 2 Working paper 2 American economic journal : a journal of the American Economic Association 1 American journal of agricultural economics 1 Applied financial economics 1 Asia-Pacific financial markets 1 Australian Journal of Management 1 Banco de Espana Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 CREATES research paper 1 Cambridge working papers in economics 1 Cardiff economics working papers 1 Computational Statistics 1 Computational probability applications 1 Decision 1 Department of Economics working paper series / McMaster University, Department of Economics 1 Discussion Paper 1 Discussion Papers of Business and Economics, 13/2013, University of Southern Denmark 1
more ... less ...
Source
All
ECONIS (ZBW) 115 RePEc 45 EconStor 7 BASE 1 Other ZBW resources 1
Showing 21 - 30 of 169
Cover Image
Smooth cyclically monotone interpolation and empirical center-outward distribution functions
Barrio, Eustasio del; Cuesta Albertos, Juan; Hallin, Marc; … - 2018
Persistent link: https://www.econbiz.de/10012065291
Saved in:
Cover Image
Volatility estimation using a rational GARCH model
Takaishi, Tetsuya - In: Quantitative finance and economics 2 (2018) 1, pp. 127-136
Persistent link: https://www.econbiz.de/10012137901
Saved in:
Cover Image
An efficient method for pricing foreign currency options
Chen, Rongda; Zhou, Hanxian; Yu, Lean; Zhang, Shuonan - In: Journal of international financial markets, … 74 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012803673
Saved in:
Cover Image
Accurate evaluation of expected shortfall for linear portfolios with elliptically distributed risk factors
Dobrev, Dobrislav; Nesmith, Travis D.; Oh, Dong Hwan - In: Journal of Risk and Financial Management 10 (2017) 1, pp. 1-14
We provide an accurate closed-form expression for the expected shortfall of linear portfolios with elliptically distributed risk factors. Our results aim to correct inaccuracies that originate in Kamdem (2005) and are present also in at least thirty other papers referencing it, including the...
Persistent link: https://www.econbiz.de/10011843283
Saved in:
Cover Image
A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
Racine, Jeffrey - 2017
A number of tests have been proposed for assessing the location-scale assumption that is often invoked by practitioners. Existing approaches include Kolmogorov-Smirnov and Cramer-von-Mises statistics that each involve measures of divergence between unknown joint distribution functions and...
Persistent link: https://www.econbiz.de/10012949661
Saved in:
Cover Image
Inference on distribution functions under measurement error
Adusumilli, Karun; Otsu, Taisuke; Whang, Yoon-jae - 2017
Persistent link: https://www.econbiz.de/10011889204
Saved in:
Cover Image
A smooth nonparametric, multivariate, mixed-data location-scale test
Racine, Jeffrey; Van Keilegom, Ingrid - 2017
Persistent link: https://www.econbiz.de/10011718537
Saved in:
Cover Image
Creaming - and the depletion of resources : a Bayesian data analysis
Lillestøl, Jostein; Sinding-Larsen, Richard - 2017
Persistent link: https://www.econbiz.de/10011752694
Saved in:
Cover Image
Accurate evaluation of expected shortfall for linear portfolios with elliptically distributed risk factors
Dobrev, Dobrislav; Nesmith, Travis D.; Oh, Dong Hwan - In: Journal of risk and financial management : JRFM 10 (2017) 1, pp. 1-14
We provide an accurate closed-form expression for the expected shortfall of linear portfolios with elliptically distributed risk factors. Our results aim to correct inaccuracies that originate in Kamdem (2005) and are present also in at least thirty other papers referencing it, including the...
Persistent link: https://www.econbiz.de/10011619035
Saved in:
Cover Image
Full Bayesian inference for asymmetric Garch models with student-t innovations
da Fonseca, Thaís C. O.; Cerqueira, Vinícius dos Santos; … - 2016
In this work, we consider modeling the past volatilities through an asymmetric generalised autoregressive conditional heteroskedasticity (Garch) model with heavy tailed sampling distributions. In particular, we consider the Student-t model with unknown degrees of freedom and indicate how it may...
Persistent link: https://www.econbiz.de/10012234227
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...