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Search: subject_exact:"Ausreißer"
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Ausreißer
6
Outliers
6
Capital income
2
Estimation theory
2
Extreme value theory
2
Kapitaleinkommen
2
Robust statistics
2
Robustes Verfahren
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Embrechts, Paul
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Hussain, Saiful Izzuan
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Le Fur, Eric
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CREATES research paper
Financial markets and portfolio management
Insurance / Mathematics & economics
33
Discussion paper / Center for Economic Research, Tilburg University
21
Applied economics
16
Risks : open access journal
15
Economic modelling
14
Journal of banking & finance
14
Journal of econometrics
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of operational risk
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Energy economics
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Journal of international financial markets, institutions & money
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of forecasting
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International review of economics & finance : IREF
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Journal of international money and finance
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SFB 649 discussion paper
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Journal of mathematical finance
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The journal of risk model validation
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Working paper / National Bureau of Economic Research, Inc.
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Applied economics letters
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CESifo working papers
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Working paper / Department of Economics, Lund University
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Astin bulletin : the journal of the International Actuarial Association
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CentER Discussion Paper Series
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Econometric reviews
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European journal of operational research : EJOR
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ECONIS (ZBW)
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Securitization of pandemic risk by using coronabond
Haffar, Adlane
;
Le Fur, Eric
;
Khordj, Mohamed
- In:
Financial markets and portfolio management
37
(
2023
)
2
,
pp. 209-229
Persistent link: https://www.econbiz.de/10014321858
Saved in:
2
A new unbiased additive robust volatility estimation using extreme values of asset prices
Shaik, Muneer
;
Maheswaran, S.
- In:
Financial markets and portfolio management
34
(
2020
)
3
,
pp. 313-347
Persistent link: https://www.econbiz.de/10012289673
Saved in:
3
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010418994
Saved in:
4
The dynamic dependence between stock markets in the greater China economic area : a study based on extreme values and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
Financial markets and portfolio management
32
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011951950
Saved in:
5
Wavelet based outlier correction for power controlled turning point detection in surveillance systems
Li, Yushu
-
2011
Persistent link: https://www.econbiz.de/10009272109
Saved in:
6
Extremes and robustness : a contradiction?
Dell'Aquila, Rosario
;
Embrechts, Paul
- In:
Financial markets and portfolio management
20
(
2006
)
1
,
pp. 103-118
Persistent link: https://www.econbiz.de/10003392293
Saved in:
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