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Year of publication
Subject
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Statistische Verteilung 8,885 Statistical distribution 8,879 Theorie 8,724 Theory 8,693 Wahrscheinlichkeitsrechnung 6,941 Probability theory 6,724 Schätztheorie 2,728 Estimation theory 2,721 Risk 1,809 Risiko 1,790 Prognoseverfahren 1,639 Forecasting model 1,627 Schätzung 1,542 Estimation 1,521 Stochastischer Prozess 1,481 Stochastic process 1,461 Risk measure 1,297 Risikomaß 1,296 Portfolio-Management 1,214 Portfolio selection 1,210 Kapitaleinkommen 1,117 Capital income 1,116 Volatility 1,083 Volatilität 1,076 Zeitreihenanalyse 895 Time series analysis 894 Risk management 885 Risikomanagement 838 Optionspreistheorie 818 Option pricing theory 811 Credit risk 780 Bayesian inference 755 Bayes-Statistik 745 probability 745 ARCH-Modell 683 Kreditrisiko 680 ARCH model 679 Nichtparametrisches Verfahren 672 Nonparametric statistics 672 Regressionsanalyse 647
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Online availability
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Free 7,999 Undetermined 5,837 CC license 400
Type of publication
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Article 11,443 Book / Working Paper 9,058 Other 95 Journal 29
Type of publication (narrower categories)
All
Article in journal 8,425 Aufsatz in Zeitschrift 8,425 Working Paper 3,495 Graue Literatur 3,219 Non-commercial literature 3,219 Arbeitspapier 3,145 Aufsatz im Buch 533 Book section 533 Hochschulschrift 291 Thesis 253 Article 180 Lehrbuch 133 Textbook 101 research-article 101 Conference paper 79 Konferenzbeitrag 79 Collection of articles of several authors 74 Sammelwerk 74 Bibliografie enthalten 52 Bibliography included 52 Collection of articles written by one author 43 Sammlung 43 Aufsatzsammlung 40 Forschungsbericht 36 Amtsdruckschrift 29 Government document 29 Konferenzschrift 28 Einführung 24 Conference proceedings 21 Mehrbändiges Werk 15 Multi-volume publication 15 Statistik 14 Systematic review 12 Übersichtsarbeit 12 Aufgabensammlung 11 Festschrift 11 Handbook 11 Handbuch 11 Bibliografie 8 Mikroform 7
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Language
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English 16,850 Undetermined 2,993 German 554 French 94 Spanish 55 Portuguese 16 Italian 13 Czech 12 Polish 11 Russian 11 Romanian 6 Norwegian 3 Danish 2 Hungarian 2 Slovak 2 Finnish 1 Croatian 1 Indonesian 1 Lithuanian 1 Serbian 1
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Author
All
Brady, Michael Emmett 118 Dijk, Herman K. van 90 Fabozzi, Frank J. 65 Račev, Svetlozar T. 61 Härdle, Wolfgang 60 Lucas, André 54 Ravazzolo, Francesco 46 Einmahl, John H. J. 41 Paolella, Marc S. 41 Phillips, Peter C. B. 40 Haan, Laurens de 39 Mitchell, James 37 McAleer, Michael 36 Karni, Edi 35 Linton, Oliver 35 Nadarajah, Saralees 34 Landsman, Zinoviy 33 Rigo, Pietro 33 Casarin, Roberto 32 Vries, Casper G. de 32 Berti, Patrizia 31 Hoogerheide, Lennart 30 Krämer, Walter 29 Opschoor, Anne 29 Balakrishnan, Narayanaswamy 28 Griffiths, William E. 27 Huber, Martin 27 Kim, Young Shin 27 Zappia, Carlo 27 Kotz, Samuel 26 Madan, Dilip B. 26 Mittnik, Stefan 26 Peng, Liang 26 Koopman, Siem Jan 25 Lux, Thomas 25 Vilsmeier, Johannes 25 Winkler, Robert L. 25 Dillenberger, David 24 Magnus, Jan R. 24 Schmeidler, David 24
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Institution
All
International Monetary Fund (IMF) 466 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 137 International Monetary Fund 96 National Bureau of Economic Research 77 HAL 39 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 26 EconWPA 21 Institute for the Study of Labor (IZA) 19 Tilburg University, Center for Economic Research 15 Université Paris-Dauphine (Paris IX) 14 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 13 Tilburg University, School of Economics and Management 13 European Central Bank 12 London School of Economics (LSE) 12 Department of Economics, Leicester University 11 Deutsche Bundesbank 11 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 11 Institut ekonomických studií, Univerzita Karlova v Praze 11 C.E.P.R. Discussion Papers 10 CESifo 10 Cowles Foundation for Research in Economics, Yale University 10 Erasmus University Rotterdam, Econometric Institute 10 Centre for Analytical Finance <Århus> 9 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 9 Berkeley Electronic Press 8 Center for Economic Research <Tilburg> 8 Econometric Society 8 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 8 eSocialSciences 8 Agricultural and Applied Economics Association - AAEA 7 Banca d'Italia 7 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 7 London School of Economics and Political Science 7 Nationalekonomiska Institutionen, Ekonomihögskolan 7 Applied Probability Trust 6 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 6 Collegio Carlo Alberto, Università degli Studi di Torino 6 Departamento de Estadistica, Universidad Carlos III de Madrid 6 Department of Economics, University of Pennsylvania 6 Department of Economics, University of Warwick 6
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Published in...
All
IMF Working Papers 380 Insurance 335 Journal of econometrics 240 Discussion paper / Tinbergen Institute 205 European journal of operational research : EJOR 200 Economics letters 194 Physica A: Statistical Mechanics and its Applications 174 International journal of forecasting 160 Risks : open access journal 159 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 138 MPRA Paper 136 Management Science 117 Management science : journal of the Institute for Operations Research and the Management Sciences 106 Annals of the Institute of Statistical Mathematics 100 International journal of theoretical and applied finance 89 Econometric reviews 88 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 88 Finance research letters 84 Theory and decision : an international journal for multidisciplinary advances in decision science 83 Operations research 82 Journal of banking & finance 80 Scandinavian actuarial journal 77 Working paper 77 Applied economics 76 The European Physical Journal B - Condensed Matter and Complex Systems 75 Discussion paper / Center for Economic Research, Tilburg University 74 IMF Staff Country Reports 74 Operations research letters 74 Statistics & Probability Letters 74 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 74 Econometric theory 73 Quantitative finance 73 Applied economics letters 66 Journal of mathematical economics 65 NBER Working Paper 64 Journal of forecasting 62 Working papers 61 Journal of economic theory 60 Mathematics of operations research 60 Discussion paper series / IZA 59
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Source
All
ECONIS (ZBW) 16,115 RePEc 3,475 EconStor 544 USB Cologne (EcoSocSci) 175 BASE 157 Other ZBW resources 153 USB Cologne (business full texts) 6
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Showing 1 - 10 of 20,625
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Non-random assignment of individual identifiers and selection into linked data : implications for research
Raze, Kyle; Perales, Nicole; Landivar, Liana Christin - 2026
Persistent link: https://www.econbiz.de/10015609696
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Bayesian estimation of two-parameter power Rayleigh distribution and its application
Irfan, Mohd; Sharma, Anup Kumar - In: Statistics in transition : an international journal of … 26 (2025) 3, pp. 59-79
This paper explores classical and Bayesian approaches to the estimation of unknown parameters and reliability functions for the power Rayleigh distribution. The maximum likelihood estimator (MLE) method is considered in classical estimation. The Bayesian estimation, on the other hand uses...
Persistent link: https://www.econbiz.de/10015506573
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Subjective probability distributions of nonlinear payoffs : Recovering option payoff, agent’s utility, and pricing kernel distributions
Yamazaki, Akira - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-19
Persistent link: https://www.econbiz.de/10015372650
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New bounds for tail risk measures
Carnero, M. Angeles; León, Ángel; Ñíguez, Trino-Manuel - In: Finance research letters 75 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015408528
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Deep learning of transition probability densities for stochastic asset models with applications in option pricing
Su, Haozhe; Tretyakov, M. V.; Newton, David P. - In: Management science : journal of the Institute for … 71 (2025) 4, pp. 2922-2952
Persistent link: https://www.econbiz.de/10015413694
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Taming data-driven probability distributions
Baruník, Jozef; Hanus, Luboš - In: Journal of forecasting 44 (2025) 2, pp. 676-691
Persistent link: https://www.econbiz.de/10015374076
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Inverse Power Lomax Poisson distribution : properties and applications in modelling negatively-skewed reliability data
Ogunde, Adebisi A.; Nymphas, Emmanuel F. - In: Statistics in transition : an international journal of … 26 (2025) 4, pp. 111-125
(IPL) and Poisson distributions. We derive several properties of the new distribution: its probability density function …, the moment generating function, the probability weighted moment, R?nyi and q-entropies, and order statistics. The study …
Persistent link: https://www.econbiz.de/10015596291
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Simple tests for the correct specification of conditional predictive densities
Ganics, Gergely; Codina, Lluc Puig - 2025
Persistent link: https://www.econbiz.de/10015573579
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Area-biased one-parameter exponential distribution with financial applications
Hardan, Abdullah; Alzoubi, Loai - In: Statistics in transition : an international journal of … 26 (2025) 3, pp. 35-58
Area-biased distributions are special cases of size-biased distributions. We have used the idea of area-biased distributions in this paper to propose a generalisation of a one-parameter linear exponential distribution. The concept is called the area-biased one-parameter linear exponential...
Persistent link: https://www.econbiz.de/10015506551
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Conditional expectations given the sum of independent random variables with regularly varying densities
Denuit, Michel; Ortega-Jiménez, Patricia; Robert, … - In: ASTIN bulletin : the journal of the International … 55 (2025) 2, pp. 449-485
Persistent link: https://www.econbiz.de/10015450049
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