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PELVE : probability equivalent level of VaR and ES
Li, Hengxin; Wang, Ruodu - In: Journal of econometrics 234 (2023) 1, pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng; Zhang, Zhengjun; Chen, Rong - In: Journal of econometrics 207 (2018) 2, pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
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Mark to market value at risk
Chen, Yu; Wang, Zhicheng; Zhang, Zhengjun - In: Journal of econometrics 208 (2019) 1, pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
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An ordered family of Lorenz curves
Sarabia, José María; Castillo, Enrique; Slottje, … - In: Journal of econometrics 91 (1999) 1, pp. 43-60
Persistent link: https://www.econbiz.de/10001382155
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Estimation of Lorenz curves : a Bayesian nonparametric approach
Hasegawa, Hikaru; Kozumi, Hideo - In: Journal of econometrics 115 (2003) 2, pp. 277-291
Persistent link: https://www.econbiz.de/10001768305
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Tails of Lorenz curves
Schluter, Christian; Trede, Mark - In: Journal of econometrics 109 (2002) 1, pp. 151-166
Persistent link: https://www.econbiz.de/10001663895
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Testing functional inequalities
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - In: Journal of econometrics 172 (2013) 1, pp. 14-32
Persistent link: https://www.econbiz.de/10009702323
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Inference on inequality from household survey data
Bhattacharya, Debopam - In: Journal of econometrics 137 (2007) 2, pp. 674-707
Persistent link: https://www.econbiz.de/10003442188
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Validating forecasts of the joint probability density of bond yields : can affine models beat random walk?
Egorov, Alexej V.; Hong, Yongmiao; Li, Haitao - In: Journal of econometrics 135 (2006) 1/2, pp. 255-284
Persistent link: https://www.econbiz.de/10003376084