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~subject:"Statistical distribution"
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Statistical distribution
Dependence
297
dependence
273
Threshold
203
threshold
183
Theorie
166
Theory
162
Estimation
80
Schätzung
79
Multivariate Verteilung
73
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73
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70
conditional variance
67
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62
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61
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57
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57
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Copula
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Welt
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40
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40
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39
Conditional variance
38
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English
55
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Gómez-Déniz, Emilio
3
Li, Jinzhu
3
Patton, Andrew J.
3
Bolancé, Catalina
2
Furman, Edward
2
Pérez Rodríguez, Jorge V.
2
Sordo, Miguel A.
2
Su, Jianxi
2
Vernic, Raluca
2
Abdallah, Anas
1
Abdelli, Jihane
1
Ahn, Jae Youn
1
Alai, Daniel H.
1
Alemany, Ramon
1
Asimit, Alexandru V.
1
Avanzi, Benjamin
1
Bax, Karoline
1
Bello, Alfonso J.
1
Boako, Gideon
1
Bonanno, Graziella
1
Brahimi, Brahim
1
Börner, Christoph J.
1
Cai, Yuzhi
1
Calderín-Ojeda, Enrique
1
Catalano, Marta
1
Chen, Kan
1
Cheng, Dan
1
Cheng, Tuoyuan
1
Chinhamu, Knowledge
1
Cirillo, Pasquale
1
Coffie, William
1
Cooke, Roger M.
1
Cossette, Hélène
1
Czado, Claudia
1
De Lira Salvatierra, Irving Arturo
1
Dempsey, Michael
1
Dewick, Paul R.
1
Domma, Filippo
1
Echaust, Krzysztof
1
Eryilmaz, Serkan
1
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Insurance / Mathematics & economics
17
Risks : open access journal
4
Astin bulletin : the journal of the International Actuarial Association
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of productivity analysis
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Asia-Pacific financial markets
1
Carlo Alberto notebooks
1
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
1
Documents de recherche / ESSEC Centre de Recherche
1
Finance research letters
1
Global business & economics review
1
Handbook of economic forecasting ; Volume 2
1
Handbook of economic forecasting ; Volume 2B
1
International journal of forecasting
1
International journal of production economics
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
1
Journal of risk : JOR
1
Journal of risk and financial management : JRFM
1
Journal of risk finance : the convergence of financial products and insurance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research letters
1
Revista de métodos cuantitativos para la economía y la empresa
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The Journal of finance and data science : JFDS
1
The journal of applied business research
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
Measuring tail risks
Chen, Kan
;
Cheng, Tuoyuan
- In:
The Journal of finance and data science : JFDS
8
(
2022
),
pp. 296-308
events (MPMR) that can occur over a length of time. MPMR underscores the
dependence
of the tail risk on the risk management …
Persistent link: https://www.econbiz.de/10014433723
Saved in:
2
Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime
Brahimi, Brahim
;
Abdelli, Jihane
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 135-143
Persistent link: https://www.econbiz.de/10011597203
Saved in:
3
Extreme risk in resource indices and the generalized logistic distribution
Huang, Chun-Kai
;
Pather, Venelle
;
Hammujuddy, Jahvaid
; …
- In:
The journal of applied business research
33
(
2017
)
2
,
pp. 283-296
Persistent link: https://www.econbiz.de/10011673879
Saved in:
4
Back-testing extreme value and Lévy value-at-risk models : evidence from international futures markets
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
1
,
pp. 88-118
Persistent link: https://www.econbiz.de/10011653721
Saved in:
5
Normal to extreme Operation Transition
Threshold
analysis for remanufacturing systems
Gavidel, Saeed Zamanzad
;
Rickli, Jeremy L.
- In:
International journal of production economics
213
(
2019
),
pp. 46-54
Persistent link: https://www.econbiz.de/10012036216
Saved in:
6
Extremes of extremes : risk assessment for very small samples with an exemplary application for cryptocurrency returns
Börner, Christoph J.
;
Hoffmann, Ingo
;
Krettek, Jonas
; …
- In:
Journal of risk : JOR
26
(
2023
)
1
,
pp. 77-97
Persistent link: https://www.econbiz.de/10014487287
Saved in:
7
Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
Saved in:
8
Modelling and forecasting volatility of the Botswana and Namibia stock market returns : evidence using GARCH models with different distribution densities
Coffie, William
- In:
Global business & economics review
20
(
2018
)
1
,
pp. 18-35
Persistent link: https://www.econbiz.de/10011953628
Saved in:
9
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
10
Modelling insurance data with the Pareto ArcTan distribution
Gómez-Déniz, Emilio
;
Calderín-Ojeda, Enrique
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 639-660
Persistent link: https://www.econbiz.de/10011397270
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