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  • Search: subject:"probability density"
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Year of publication
Subject
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Statistical distribution 8,671 Statistische Verteilung 8,671 Theorie 4,452 Theory 4,450 Schätztheorie 1,870 Estimation theory 1,869 Risk measure 1,143 Risikomaß 1,142 Schätzung 1,131 Estimation 1,128 Forecasting model 1,068 Prognoseverfahren 1,068 Wahrscheinlichkeitsrechnung 1,050 Probability theory 1,046 Capital income 984 Kapitaleinkommen 984 Volatilität 927 Volatility 925 Stochastischer Prozess 852 Stochastic process 850 Risiko 840 Risk 840 Portfolio selection 830 Portfolio-Management 830 Zeitreihenanalyse 682 Time series analysis 681 ARCH model 643 ARCH-Modell 643 Optionspreistheorie 591 Option pricing theory 589 Nichtparametrisches Verfahren 567 Nonparametric statistics 567 Risikomanagement 539 Risk management 539 Multivariate distribution 505 Multivariate Verteilung 504 Regressionsanalyse 499 Regression analysis 497 Börsenkurs 483 Share price 483
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Online availability
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Free 3,698 Undetermined 2,163 CC license 206
Type of publication
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Article 4,783 Book / Working Paper 4,059 Journal 2 Other 1
Type of publication (narrower categories)
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Article in journal 4,382 Aufsatz in Zeitschrift 4,382 Working Paper 1,971 Graue Literatur 1,970 Non-commercial literature 1,970 Arbeitspapier 1,966 Aufsatz im Buch 262 Book section 262 Hochschulschrift 128 Thesis 104 Conference paper 47 Konferenzbeitrag 47 Collection of articles written by one author 24 Sammlung 24 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 Bibliografie 2 Mehrbändiges Werk 2 Multi-volume publication 2 Statistik 2 Article 1 Company information 1
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Language
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English 8,611 German 111 Undetermined 98 Polish 5 Russian 5 Spanish 5 French 3 Italian 3 Danish 2 Czech 1 Croatian 1
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Author
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Dijk, Herman K. van 68 Fabozzi, Frank J. 53 Härdle, Wolfgang 49 Lucas, André 49 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 Phillips, Peter C. B. 30 Hoogerheide, Lennart 29 Opschoor, Anne 28 Kim, Young Shin 27 Griffiths, William E. 24 Koopman, Siem Jan 24 McAleer, Michael 24 Bollerslev, Tim 22 Furman, Edward 21 Grassi, Stefano 21 Kotz, Samuel 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 International Monetary Fund (IMF) 39 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 22 Center for Economic Research <Tilburg> 7 London School of Economics and Political Science 7 Centre for Analytical Finance <Århus> 5 European University Institute / Department of Economics 5 International Monetary Fund 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 European Central Bank 4 Rutgers University / Department of Economics 4 Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory 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 Society for Computational Economics - SCE 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 Bank of England 2 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 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 The Wharton Financial Institutions Center 2 Trinity College Dublin / Department of Economics 2
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Published in...
All
Insurance 226 Journal of econometrics 184 Discussion paper / Tinbergen Institute 130 Economics letters 96 Risks : open access journal 94 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 92 International journal of forecasting 91 International journal of theoretical and applied finance 71 Finance research letters 64 European journal of operational research : EJOR 62 Econometric reviews 60 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 Working paper 50 Applied economics letters 49 Discussion paper / Center for Economic Research, Tilburg University 48 Quantitative finance 48 The journal of operational risk 46 Economic modelling 43 Journal of applied econometrics 43 Scandinavian actuarial journal 43 Computational economics 42 NBER working paper series 41 Working paper / National Bureau of Economic Research, Inc. 41 NBER Working Paper 40 Working papers 39 CEMMAP working papers / Centre for Microdata Methods and Practice 38 IMF Working Papers 38 Journal of empirical finance 38 Statistical papers 37 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 36 The European journal of finance 36 International review of financial analysis 35 Journal of the American Statistical Association : JASA 34 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 34 The econometrics journal 32 Journal of risk and financial management : JRFM 31
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Source
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ECONIS (ZBW) 8,698 RePEc 132 EconStor 6 USB Cologne (EcoSocSci) 5 BASE 3 Other ZBW resources 1
Showing 71 - 80 of 8,845
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Using density forecast for growth-at-risk to improve transmission mechanisms mean forecast of GDP growth in Korea
Chang, Yoosoon; Kim, Yong Gun; Kwak, Boreum; Park, Joon Y. - 2024
Persistent link: https://www.econbiz.de/10015053925
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Using density forecast for growth-at-risk to improve mean forecast of GDP growth in Korea
Chang, Yoosoon; Kim, Yong Gun; Kwak, Boreum; Park, Joon Y. - 2024
Persistent link: https://www.econbiz.de/10015053950
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Worst-case higher moment risk measure : addressing distributional shifts and procyclicality
Castro Iragorri, Carlos Alberto; Gómez, Fabio; … - In: Finance research letters 65 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014564284
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The method of moments for multivariate random sums
Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2024
Multivariate random sums appear in many scientific fields, most notably in actuarial science, where they model both the number of claims and their sizes. Unfortunately, they pose severe inferential problems. For example, their density function is analytically intractable, in the general case,...
Persistent link: https://www.econbiz.de/10014575595
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Coherence of inequality measures with respect to partial orderings of income distributions
Chan, Terence - In: Mathematical social sciences 128 (2024), pp. 90-99
Persistent link: https://www.econbiz.de/10014558649
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"Wrong" skewness and endogenous regressors in stochastic frontier models : an instrument-free copula approach with an application to estimate firm efficiency in Vietnam
Haschka, Rouven E. - In: Journal of productivity analysis : an official journal … 62 (2024) 1, pp. 71-90
Persistent link: https://www.econbiz.de/10015120938
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Skew Log-logistic distribution: properties and application
Gaire, Arjun Kumar; Gurung, Yogendra Bahadur - In: Statistics in transition : an international journal of … 25 (2024) 1, pp. 43-62
This paper introduces a novel three-parameter skew-log-logistic distribution. The research involves the development of a new random variable based on Azzalini and Capitanio's (2013) proposition. Additionally, various statistical properties of this distribution are explored. The paper presents a...
Persistent link: https://www.econbiz.de/10015125400
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Reliability for Zeghdoudi distribution with an outlier, fuzzy reliability and application
Belhamra, Thara; Zeghdoudi, Halim; Raman, Vinoth - In: Statistics in transition : an international journal of … 25 (2024) 1, pp. 167-177
This study focuses on estimating reliability P[YX], where Y has a Zeghdoudi distribution with parameter a, X has a Zeghdoudi distribution with one outlier present and parameter c, and the remaining (n - 1) random variables are from a Zeghdoudi distribution with parameter b, in order for X and Y...
Persistent link: https://www.econbiz.de/10015125419
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On the Poisson-transmuted exponential distribution and its application to frequency of claim in actuarial science
Shamsul Rijal Muhammad Sabri; Adetunji, Ademola Abiodun - In: Statistics in transition : an international journal of … 25 (2024) 2, pp. 103-120
This study proposes a new discrete distribution in the mixed Poisson paradigm to obtain a distribution that provides a better fit to skewed and dispersed count observation with excess zero. The cubic transmutation map is used to extend the exponential distribution, and the obtained continuous...
Persistent link: https://www.econbiz.de/10015125551
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Extended odd Frechet-exponential distribution with applications related to the environment
Jallal, Muzamil; Ahmed, Aijaz; Tripathi, Rajnee - In: Statistics in transition : an international journal of … 25 (2024) 2, pp. 121-136
the probability density function, cumulative distribution function and the hazard rate function. The adaptability and …
Persistent link: https://www.econbiz.de/10015125559
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