//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
~person:"D'Addona, Stefano"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Statistische Verteilung"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Ausreißer
1
Estimation
1
Multivariate Analyse
1
Multivariate analysis
1
Outliers
1
Risikomaß
1
Risk measure
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Value-at-Risk
1
backtesting
1
multidimensional stable-like distribution
1
multidimensional t-like distribution
1
tail dependence
1
tail thickness
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
D'Addona, Stefano
Benth, Fred Espen
4
Bouchaud, Jean-Philippe
2
Jeanblanc, Monique
2
Kim, Young Shin
2
Madan, Dilip B.
2
Andersen, J. V.
1
Ané, Thierry
1
Arai, Takuji
1
Arunachalam, V.
1
Auer, Benjamin R.
1
Badescu, Alexandru
1
Barbachan, José Santiago Fajardo
1
Basnarkov, Lasko
1
Baxter, Martin
1
Bedendo, Mascia
1
Belomestny, Denis
1
Bojarčenko, Svetlana I.
1
Brigo, Damiano
1
Cai, Yuzhi
1
Carr, Peter
1
Chapovsky, Alexander
1
Chetalova, Desislava
1
Chicheportiche, Rémy
1
Costa, Andre
1
Crépey, S.
1
Cui, Zhenyu
1
Dao, Tung-Lam
1
Drăgulescu, Adrian A.
1
Elliott, Robert J.
1
Friedman, Craig
1
Galagedera, Don U. A.
1
Gapeev, Pavel V.
1
Gligor, Mircea
1
Groth, Martin
1
Guhr, Thomas
1
Han, Xixuan
1
Hellmich, Martin
1
Hodges, Stewart D.
1
Huang, Jinggang
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Annals of finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Multivariate heavy-tailed models for value-at-risk estimation
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624462
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->