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~person:"Lin, Chu-Hsiung"
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Ausreißer
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Capital income
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Kapitaleinkommen
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Estimation
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Schätzung
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1991-2007
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Lin, Chu-Hsiung
Einmahl, John H. J.
29
Chen Zhou
23
Herrera, Rodrigo
13
Daouia, Abdelaati
12
Stoja, Evarist
10
Straetmans, Stefan
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Stupfler, Gilles
10
Haan, Laurens de
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Vries, Casper G. de
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Acemoglu, Daron
7
Fabozzi, Frank J.
7
Kumar, Dilip
7
Stoyanov, Stoyan V.
7
Tahbaz-Salehi, Alireza
7
Yang, Fan
7
Allen, David E.
6
Beirlant, Jan
6
Bormann, Carsten
6
Giudici, Paolo
6
He, Yi
6
Härdle, Wolfgang
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McAleer, Michael
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Ozdaglar, Asuman E.
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Schaumburg, Julia
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Schienle, Melanie
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Schwaab, Bernd
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Segers, Johan
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Stork, Philip
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Zhang, Xin
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Zhang, Zhengjun
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Ahelegbey, Daniel Felix
5
Chernozhukov, Victor
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Cotter, John
5
Fernández-Villaverde, Jesús
5
Girard, Stéphane
5
Hou, Yanxi
5
Langenbahn, Claus-Michael
5
Levintal, Oren
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Li, Deyuan
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Li, Yushu
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Business and finance : performance and management
1
Global stock exchanges : stability, interrelationships, and roles
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Investment management and financial innovations
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Journal of empirical finance
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ECONIS (ZBW)
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1
Reexamining the likelihood of extreme returns in international stock market
Wang, Yun-Yi
;
Kao, Tzu-Chuan
;
Lin, Chu-Hsiung
;
Wei, Tsun-Jen
- In:
Investment management and financial innovations
12
(
2015
)
4
,
pp. 106-114
Persistent link: https://www.econbiz.de/10011575057
Saved in:
2
High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
;
Kao, Tzu-Chuan
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 421-434
Persistent link: https://www.econbiz.de/10011300450
Saved in:
3
Estimation of value at risk for heteroscedastic and and heavy-tailed asset time series : evidence from emerging Asian stock markets
Kao, Tzu-Chuan
;
Lin, Chu-Hsiung
- In:
Business and finance : performance and management
,
(pp. 1-15)
.
2011
Persistent link: https://www.econbiz.de/10009304201
Saved in:
4
Estimation of value at risk for heteroscedastic and heavy-tailed asset time series : evidence from emerging Asian stock markets
Kao, Tzu-Chuan
;
Lin, Chu-Hsiung
- In:
Global stock exchanges : stability, interrelationships, …
,
(pp. 161-176)
.
2009
Persistent link: https://www.econbiz.de/10008840546
Saved in:
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