//--> //--> //--> //-->
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
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:"Testverteilung"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Statistical distribution
8,161
Statistische Verteilung
8,161
Theorie
4,180
Theory
4,180
Schätztheorie
1,377
Estimation theory
1,376
Risikomaß
1,095
Risk measure
1,095
Estimation
1,074
Schätzung
1,072
Forecasting model
1,028
Prognoseverfahren
1,028
Capital income
915
Kapitaleinkommen
915
Volatilität
877
Volatility
874
Wahrscheinlichkeitsrechnung
795
Probability theory
793
Portfolio selection
770
Portfolio-Management
770
Stochastischer Prozess
645
Stochastic process
643
Option pricing theory
555
Optionspreistheorie
555
ARCH model
553
ARCH-Modell
553
Risk
551
Risiko
548
Zeitreihenanalyse
547
Time series analysis
546
Nichtparametrisches Verfahren
518
Nonparametric statistics
518
Börsenkurs
451
Share price
451
Multivariate distribution
441
USA
441
United States
441
Multivariate Verteilung
439
Risikomanagement
419
Risk management
417
more ...
less ...
Online availability
All
Free
3,330
Undetermined
1,920
Type of publication
All
Article
4,360
Book / Working Paper
3,801
Type of publication (narrower categories)
All
Article in journal
4,084
Aufsatz in Zeitschrift
4,084
Graue Literatur
1,879
Non-commercial literature
1,879
Arbeitspapier
1,871
Working Paper
1,871
Aufsatz im Buch
258
Book section
258
Hochschulschrift
131
Thesis
105
Conference paper
41
Konferenzbeitrag
41
Collection of articles written by one author
24
Sammlung
24
Collection of articles of several authors
17
Sammelwerk
17
Lehrbuch
16
Textbook
14
Amtsdruckschrift
9
Government document
9
Forschungsbericht
8
Handbook
8
Handbuch
8
Bibliografie enthalten
7
Bibliography included
7
Systematic review
7
Übersichtsarbeit
7
Aufsatzsammlung
6
Konferenzschrift
5
Aufgabensammlung
4
Case study
4
Fallstudie
4
Mikroform
4
Amtliche Publikation
3
Bibliografie
2
Conference proceedings
2
Festschrift
2
Mehrbändiges Werk
2
Multi-volume publication
2
Company information
1
more ...
less ...
Language
All
English
8,029
German
107
Polish
5
Russian
5
Spanish
5
French
3
Italian
3
Danish
2
Czech
1
Croatian
1
more ...
less ...
Author
All
Dijk, Herman K. van
47
Ravazzolo, Francesco
44
Fabozzi, Frank J.
42
Härdle, Wolfgang
39
Račev, Svetlozar T.
38
Lucas, André
30
McAleer, Michael
30
Mitchell, James
30
Opschoor, Anne
30
Paolella, Marc S.
30
Casarin, Roberto
29
Einmahl, John H. J.
28
Nadarajah, Saralees
27
Phillips, Peter C. B.
27
Landsman, Zinoviy
25
Griffiths, William E.
23
Hoogerheide, Lennart F.
23
Linton, Oliver
23
Hoogerheide, Lennart
21
Perote, Javier
20
Diebold, Francis X.
19
Fischer, Matthias
19
Kotz, Samuel
19
Swanson, Norman R.
19
Ardia, David
18
Bollerslev, Tim
18
Corradi, Valentina
18
Dijk, Dick van
18
Furman, Edward
18
Grassi, Stefano
18
Kim, Young Shin
18
Madan, Dilip B.
18
Segers, Johan
18
Bottazzi, Giulio
17
Wu, Ximing
17
van Dijk, H. K.
17
Harvey, Andrew C.
16
Koopman, Siem Jan
16
Sornette, Didier
16
Stoyanov, Stoyan V.
16
more ...
less ...
Institution
All
National Bureau of Economic Research
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Center for Economic Research <Tilburg>
7
London School of Economics and Political Science
6
European University Institute / Department of Economics
5
Centre for Analytical Finance <Århus>
4
Econometrisch Instituut <Rotterdam>
4
Rutgers University / Department of Economics
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Federal Reserve Bank of Cleveland
3
Federal Reserve Bank of St. Louis
3
Robert Schuman Centre for Advanced Studies
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
World Bank
3
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
Federal Reserve Bank of Chicago
2
Federal Reserve Bank of New York
2
International Center for Financial Asset Management and Engineering
2
OECD
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
The Wharton Financial Institutions Center
2
Trinity College Dublin / Department of Economics
2
Umeå Universitet / Institutionen för Nationalekonomi
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of California, San Diego / Department of Economics
2
University of New England / Department of Econometrics
2
University of Southampton / Department of Economics
2
University of Warwick / Department of Economics
2
Arbeitsmarktservice Österreich
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
195
Journal of econometrics
169
Discussion paper / Tinbergen Institute
113
Economics letters
94
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
International journal of forecasting
81
Risks : open access journal
76
European journal of operational research : EJOR
66
International journal of theoretical and applied finance
62
Econometric reviews
56
Journal of banking & finance
56
Econometric theory
51
Applied economics
50
Economic modelling
43
NBER Working Paper
43
Working paper
43
Applied economics letters
42
Discussion paper / Center for Economic Research, Tilburg University
42
Finance research letters
42
Journal of forecasting
42
CEMMAP working papers / Centre for Microdata Methods and Practice
41
NBER working paper series
41
Working paper / National Bureau of Economic Research, Inc.
41
Computational economics
40
The journal of operational risk
40
Working papers
40
Journal of empirical finance
39
Quantitative finance
38
International review of financial analysis
37
Statistical papers
37
Scandinavian actuarial journal
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of the American Statistical Association : JASA
34
Statistics in transition : an international journal of the Polish Statistical Association
34
Journal of applied econometrics
33
The European journal of finance
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Journal of economic dynamics & control
31
Research paper series / Swiss Finance Institute
31
SFB 649 discussion paper
31
more ...
less ...
Source
All
ECONIS (ZBW)
8,161
Showing
2,201
-
2,250
of
8,161
Sort
Relevance
Date (newest first)
Date (oldest first)
2201
INAR(1) processes with inflated-parameter generalized power series innovations
Lívio, Tito
;
Bourguignon, Marcelo
;
Nascimento, …
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012300796
Saved in:
2202
On the definition of risk
Lemos, Filipe
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
3
,
pp. 266-278
Persistent link: https://www.econbiz.de/10012300957
Saved in:
2203
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
2204
How to estimate a var after march 2020
Lenza, Michele
;
Primiceri, Giorgio E.
-
2020
Persistent link: https://www.econbiz.de/10012301026
Saved in:
2205
Technical note: time inconsistency of optimal policies of distributionally robust inventory models
Shapiro, Alexander
;
Xin, Linwei
- In:
Operations research
68
(
2020
)
5
,
pp. 1576-1584
Persistent link: https://www.econbiz.de/10012301576
Saved in:
2206
A model for planning and optimizing an engineering company production
González, Eduardo Gutiérrez
;
Panteleeva, Olga Vladimirovna
- In:
Opsearch : journal of the Operational Research Society …
57
(
2020
)
3
,
pp. 669-699
Persistent link: https://www.econbiz.de/10012302301
Saved in:
2207
Chance constrained programming with some non-normal continuous random variables
Mohanty, D. K.
;
Pradhan, Avik
;
Biswal, M. P.
- In:
Opsearch : journal of the Operational Research Society …
57
(
2020
)
4
,
pp. 1281-1298
Persistent link: https://www.econbiz.de/10012302545
Saved in:
2208
Option-implied information : what’s the vol surface got to do with it?
Ulrich, Maxim
;
Walther, Simon
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 323-355
Persistent link: https://www.econbiz.de/10012303253
Saved in:
2209
Can fat-tail create the momentum and reversal?
Bae, Kwangil
;
Kang, Hankil
;
Kang, Jangkoo
- In:
Applied economics
52
(
2020
)
44
,
pp. 4850-4863
Persistent link: https://www.econbiz.de/10012306509
Saved in:
2210
Effects of non-normal quality data on the integrated model of imperfect maintenance, early replacement, and economic design of X̄-control charts
Pasha, M. A.
;
Moghadam, M. Bameni
;
Rahim, M. Abdur
- In:
Operational research : an international journal
20
(
2020
)
4
,
pp. 2519-2536
Persistent link: https://www.econbiz.de/10012306711
Saved in:
2211
From the St. Petersburg paradox to the dismal theorem
Cato, Susumu
- In:
Environment and development economics
25
(
2020
)
5
,
pp. 423-432
Persistent link: https://www.econbiz.de/10012307251
Saved in:
2212
A statistical methodology for assessing the maximal strength of tail dependence
Sun, Ning
;
Yang, Chen
;
Zitikis, Ričardas
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 799-825
Persistent link: https://www.econbiz.de/10012307385
Saved in:
2213
Large-loss behavior of conditional mean risk sharing
Denuit, Michel
;
Robert, Christian Yann
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10012307400
Saved in:
2214
Modelling asset returns under price limits with mixture of truncated Gaussian distribution
Xu, Dinghai
- In:
Applied economics
52
(
2020
)
52
,
pp. 5706-5725
Persistent link: https://www.econbiz.de/10012307930
Saved in:
2215
Demand systems and frequency of purchase models
Buason, Arnar
;
Kristofersson, Dadi
;
Rickertsen, Kyrre
- In:
Applied economics
52
(
2020
)
53
,
pp. 5843-5858
Persistent link: https://www.econbiz.de/10012308329
Saved in:
2216
The use of option prices to assess the skewness risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
Saved in:
2217
Distributionally robust optimization with multiple time scales : valuation of a thermal power plant
Ackooij, Wim van
;
Escobar, Debora Daniela
;
Glanzer, Martin
- In:
Computational management science
17
(
2020
)
3
,
pp. 357-385
Persistent link: https://www.econbiz.de/10012308484
Saved in:
2218
Is Gibrat's "Economic Inequality" lognormal?
Akhundjanov, Sherzod B.
;
Akira Toda, Alexis
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2071-2091
Persistent link: https://www.econbiz.de/10012309445
Saved in:
2219
Minimum contrast empirical likelihood inference of discontinuity in density
Ma, Jun
;
Jales, Hugo
;
Yu, Zhengfei
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 934-950
Persistent link: https://www.econbiz.de/10012313380
Saved in:
2220
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
Yan, Zhe
;
Chen, Zhiping
;
Consigli, Giorgio
;
Liu, Jia
; …
- In:
Stochastic optimization: theory and applications
,
(pp. 849-881)
.
2020
Persistent link: https://www.econbiz.de/10012290846
Saved in:
2221
Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
Saved in:
2222
Efficient truncated repetitive lot inspection using Poisson defect counts and prior information
Pérez-González, Carlos J.
;
Fernández, Arturo J.
; …
- In:
European journal of operational research : EJOR
287
(
2020
)
3
,
pp. 964-974
Persistent link: https://www.econbiz.de/10012293988
Saved in:
2223
Calculation of changes in life expectancy based on proportional hazards model of an intervention
Kulinskaya, Elena
;
Gitsels, Lisanne A.
;
Bakbergenuly, Ilyas
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 27-35
Persistent link: https://www.econbiz.de/10012294049
Saved in:
2224
Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models
Shushi, Tomer
;
Yao, Jing
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 178-186
Persistent link: https://www.econbiz.de/10012294094
Saved in:
2225
Asymptotic independence and support detection techniques for heavy-tailed multivariate data
Lehtomaa, Jaakko
;
Resnick, Sidney I.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 262-277
Persistent link: https://www.econbiz.de/10012294133
Saved in:
2226
A distributionally robust area under curve maximization model
Ma, Wenbo
;
Lejeune, Miguel A.
- In:
Operations research letters
48
(
2020
)
4
,
pp. 460-466
Persistent link: https://www.econbiz.de/10012294791
Saved in:
2227
Tractable reformulations of two-stage distributionally robust linear programs over the type-∞ Wasserstein ball
Xie, Weijun
- In:
Operations research letters
48
(
2020
)
4
,
pp. 513-523
Persistent link: https://www.econbiz.de/10012294820
Saved in:
2228
An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
Tzougas, George
;
Karlis, Dimitris
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 555-583
Persistent link: https://www.econbiz.de/10012243386
Saved in:
2229
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
2230
Nonparametric density estimation by B-spline duality
Cui, Zhenyu
;
Kirkby, Justin Lars
;
Nguyen, Duy
- In:
Econometric theory
36
(
2020
)
2
,
pp. 250-291
Persistent link: https://www.econbiz.de/10012193747
Saved in:
2231
Alternative modelling and inference methods for claim size distributions
Raschke, Mathias
- In:
Annals of actuarial science : publ. by the Institute of …
14
(
2020
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012194056
Saved in:
2232
Risk management with Tail Quasi-Linear Means
Bäuerle, Nicole
;
Shushi, Tomer
- In:
Annals of actuarial science : publ. by the Institute of …
14
(
2020
)
1
,
pp. 170-187
Persistent link: https://www.econbiz.de/10012194089
Saved in:
2233
Multivariate geometric tail- and range-value-at-risk
Herrmann, Klaus
;
Hofert, Marius
;
Mailhot, Mélina
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 265-292
Persistent link: https://www.econbiz.de/10012194132
Saved in:
2234
Bonus-Malus premiums under the dependent frequency-severity modeling
Oh, Rosy
;
Shi, Peng
;
Ahn, Jae Youn
- In:
Scandinavian actuarial journal
2020
(
2020
)
3
,
pp. 172-195
Persistent link: https://www.econbiz.de/10012195040
Saved in:
2235
Information design in the holdup problem
Condorelli, Daniele
;
Szentes, Balàzs
- In:
Journal of political economy
128
(
2020
)
2
,
pp. 681-709
Persistent link: https://www.econbiz.de/10012195328
Saved in:
2236
Decomposing joint distributions via reweighting functions : an application to intergenerational economic mobility
Richey, Jeremiah
;
Rosburg, Alicia
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 541-558
Persistent link: https://www.econbiz.de/10012195419
Saved in:
2237
Where does the tail begin? : an approach based on scoring rules
Hoga, Yannick
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 579-601
Persistent link: https://www.econbiz.de/10012195423
Saved in:
2238
Stock return asymmetry : beyond skewness
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
;
Zhu, Yifeng
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10012195585
Saved in:
2239
Left behind : creative destruction, inequality, and the stock market
Kogan, Leonid
;
Papanikolaou, Dimitris
;
Stoffman, Noah
- In:
Journal of political economy
128
(
2020
)
3
,
pp. 855-906
Persistent link: https://www.econbiz.de/10012196479
Saved in:
2240
The rise of market power and the macroeconomic implications : editor's choice
De Loecker, Jan
;
Eeckhout, Jan
;
Unger, Gabriel
- In:
The quarterly journal of economics
135
(
2020
)
2
,
pp. 561-644
Persistent link: https://www.econbiz.de/10012196587
Saved in:
2241
Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
Saved in:
2242
A dominance test for measuring financial connectedness
Bernardi, Mauro
;
Stolfi, Paola
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 119-141
Persistent link: https://www.econbiz.de/10012207190
Saved in:
2243
Kurtosis-based projection pursuit for outlier detection in financial time series
Loperfido, Nicola
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 142-164
Persistent link: https://www.econbiz.de/10012207191
Saved in:
2244
Minority protection in voting mechanisms - experimental evidence
Grüner, Hans Peter
;
Engelmann, Dirk
;
Possajennikov, …
-
2020
Persistent link: https://www.econbiz.de/10012207517
Saved in:
2245
The cross-sectional distribution of price stickiness implied by aggregate data
Carvalho, Carlos Viana de
;
Dam, Niels Arne
;
Lee, Jae Won
- In:
The review of economics and statistics
102
(
2020
)
1
,
pp. 162-179
Persistent link: https://www.econbiz.de/10012208107
Saved in:
2246
Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012210436
Saved in:
2247
Cautionary note on the two-step transformation to normality
Rönkkö, Mikko
;
Aguirre-Urreta, Miguel I.
- In:
The journal of information systems : JIS ; a semiannual …
34
(
2020
)
1
,
pp. 151-166
Persistent link: https://www.econbiz.de/10012249838
Saved in:
2248
Almost stochastic dominance for most risk-averse decision makers
Luo, Chunling
;
Tan, Chin Hon
- In:
Decision analysis : a journal of the Institute for …
17
(
2020
)
2
,
pp. 169-184
Persistent link: https://www.econbiz.de/10012249957
Saved in:
2249
Multimodality in macro-financial dynamics
Boyarchenko, Nina
;
Adrian, Tobias
;
Giannone, Domenico
-
2020
Persistent link: https://www.econbiz.de/10012251134
Saved in:
2250
Does the Ross recovery theorem work empirically?
Jackwerth, Jens Carsten
;
Menner, Marco
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 723-739
Persistent link: https://www.econbiz.de/10012588349
Saved in:
First
Prev
41
42
43
44
45
46
47
48
49
50
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->