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type:"book"
~person:"Huschens, Stefan"
~person:"Cai, Zongwu"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Risikomaß
Estimation theory
47
Schätztheorie
47
Nichtparametrisches Verfahren
18
Nonparametric statistics
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Estimation
17
Schätzung
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Regression analysis
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Regressionsanalyse
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Theorie
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Theory
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Kreditrisiko
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Bankrisiko
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Scientific modelling
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VAR model
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VAR-Modell
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Autokorrelation
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Huschens, Stefan
Cai, Zongwu
Ardia, David
6
Daouia, Abdelaati
4
Gouriéroux, Christian
4
Hoogerheide, Lennart F.
4
Lönnbark, Carl
4
Pei, Pei
4
El Ghourabi, Mohamed
3
Francq, Christian
3
Gammoudi, Imed
3
Härdle, Wolfgang K.
3
Höse, Steffi
3
Liu, Xiyuan
3
Manganelli, Simone
3
Stupfler, Gilles
3
Wang, Weining
3
Zakoïan, Jean-Michel
3
Angelidis, Timotheos
2
Belkacem, Lotfi
2
Bormann, Carsten
2
Borowska, Agnieszka
2
Carnero, M. Angeles
2
Chernozhukov, Victor
2
Corradin, Fausto
2
Dijk, Herman K. van
2
Du, Songzi
2
Escanciano, Juan Carlos
2
Giacomini, Enzo
2
Gibson, Michael S.
2
Girard, Stéphane
2
Hambuckers, Julien
2
Hoogerheide, Lennart
2
Härdle, Wolfgang
2
Ignatieva, Ekaterina
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Kan, Raymond
2
Kondor, Imre
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Koopman, Siem Jan
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Kratz, Marie
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Working papers series in theoretical and applied economics
5
Dresdner Beiträge zu quantitativen Verfahren
4
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ECONIS (ZBW)
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1
A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
2
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
3
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
Saved in:
4
A functional-coefficient VAR model for dynamic quantiles with constructing financial network
Cai, Zongwu
;
Liu, Xiyuan
-
2020
Persistent link: https://www.econbiz.de/10012312878
Saved in:
5
Assessing tail risk using expectile regressions with partially varying coefficients
Cai, Zongwu
;
Fang, Ying
;
Tian, Dingshi
-
2018
Persistent link: https://www.econbiz.de/10011965749
Saved in:
6
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
7
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
8
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
9
Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
-
1998
-
2. Ausg
Persistent link: https://www.econbiz.de/10000996150
Saved in:
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