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  • Search: subject:"Student's t Distribution"
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Year of publication
Subject
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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
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Online availability
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Free 79 Undetermined 53
Type of publication
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Book / Working Paper 85 Article 84
Type of publication (narrower categories)
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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
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Language
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English 127 Undetermined 39 German 2 Spanish 1
Author
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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
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Institution
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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
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Published in...
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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
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Source
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ECONIS (ZBW) 115 RePEc 45 EconStor 7 BASE 1 Other ZBW resources 1
Showing 41 - 50 of 169
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Das Gesetz der Ansteckung : was Pandemien, Börsencrashs und Fake News gemein haben
Kucharski, Adam - 2020 - 1. Auflage
Der Autor war mit seinem Team u.a. aktiv an der Bekämpfung der letzten Ebola-Epidemie in Afrika beteiligt. In seinem Buch geht es am Rand auch um Beispiele von Pandemien oder Krankheiten wie der Spanischen Grippe, Zika oder Cholera, doch hauptsächlich wird die These erläutert, welche...
Persistent link: https://www.econbiz.de/10012302039
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Volatility and skewness spillover between stock index and stock index futures markets during a crash period : new evidence from China
Hou, Yang; Li, Steven - In: International review of economics & finance : IREF 66 (2020), pp. 166-188
Persistent link: https://www.econbiz.de/10012390715
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Distance-based measures of spatial concentration : introducing a relative density function
Lang, Gabriel; Marcon, Eric; Puech, Florence - In: The annals of regional science : an international … 64 (2020) 2, pp. 243-265
Persistent link: https://www.econbiz.de/10012252927
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Bayesian nonparametric calibration and combination of predictive distributions
Bassetti, Federico; Casarin, Roberto; Ravazzolo, Francesco - 2015
Persistent link: https://www.econbiz.de/10010507821
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Essays on pricing kernel estimation, option data filtering and risk-neutral density tail estimation
Meier, Pirmin - 2015
Persistent link: https://www.econbiz.de/10010511452
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Beta-creaming
Lillestøl, Jostein; Sinding-Larsen, Richard - 2015
Persistent link: https://www.econbiz.de/10010515234
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EuroMInd-D : a density estimate of monthly gross domestic product for the euro area
Proietti, Tommaso; Marczak, Martyna; Mazzi, Gian Luigi - 2015
EuroMInd-D is a density estimate of monthly gross domestic product (GDP) constructed according to a bottom-up approach, pooling the density estimates of eleven GDP components, by output and expenditure type. The components density estimates are obtained from a medium-size dynamic factor model of...
Persistent link: https://www.econbiz.de/10010502772
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On the modeling of size distributions when technologies are complex
Growiec, Jakub - 2015
Persistent link: https://www.econbiz.de/10010482160
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Univariate autoregressive conditional heteroskedasticity models : an application to the Peruvian stock market returns
Bedón, Paul; Rodriguez, Gabriel - 2015
Persistent link: https://www.econbiz.de/10011415340
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EuroMInd-D : a density estimate of monthly gross domestic product for the Euro Area
Proietti, Tommaso; Marczak, Martyna; Mazzi, Gian Luigi - 2015
Persistent link: https://www.econbiz.de/10011516998
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