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A semi-parametric approach to estimating the operational risk and Expected Shortfall
Tursunalieva, Ainura; Silvapulle, Paramsothy - In: Applied economics 46 (2014) 28/30, pp. 3659-3672
Persistent link: https://www.econbiz.de/10010419979
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Estimating bivariate yield distributions and crop insurance premiums using nonparametric methods
Zheng, Qiujie; Wang, H. Holly; Shi, Qinghua - In: Applied economics 46 (2014) 16/18, pp. 2108-2118
Persistent link: https://www.econbiz.de/10010413330
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The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri; Díaz Hernández, Adán; … - In: Applied economics 55 (2023) 37, pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
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A new factor to explain implied volatility smirk
Barbachan, José Santiago Fajardo - In: Applied economics 49 (2017) 40, pp. 4026-4034
Persistent link: https://www.econbiz.de/10011820005
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Jumps and volatility dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun; Goutte, Stéphane; … - In: Applied economics 49 (2017) 40, pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
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A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J. - In: Applied economics 48 (2016) 10/12, pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
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Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh; Kiss, Tamás; Österholm, Pär - In: Applied economics 54 (2022) 58, pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
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Modelling bivariate count distributions with finite mixture models : application to health care demand of married couples
Zheng, Xiaoyong; Zimmer, David M. - In: Applied economics 43 (2011) 10/12, pp. 1477-1483
Persistent link: https://www.econbiz.de/10009239407
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Estimating individual valuation distributions with multiple bounded discrete choice data
Wang, Hua; He, Jie - In: Applied economics 43 (2011) 19/21, pp. 2641-2656
Persistent link: https://www.econbiz.de/10009379648
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Estimation and testing of nonproportional Weibull hazard models
Zuehlke, Thomas William - In: Applied economics 45 (2013) 13/15, pp. 2059-2066
Persistent link: https://www.econbiz.de/10009758463