Narrow search
Showing 201 - 210 of 748,478
Cover Image
Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution
Taylor, James W. - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 121-133
Persistent link: https://www.econbiz.de/10012176554
Cover Image
Modeling uncertainty of expert elicitation for use in risk-based optimization
Teter, Michael D.; Royset, Johannes O.; Newman, Alexandra M. - 2019
Persistent link: https://www.econbiz.de/10012116215
Cover Image
New evidence on asymmetric return-volume dependence and extreme movements
Wang, Yi-Chiuan; Wu, Jyh-lin; Lai, Yi-Hao - In: Journal of empirical finance 45 (2018), pp. 212-227
Persistent link: https://www.econbiz.de/10012102448
Cover Image
Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L‐statistics
Goldman, Matt; Kaplan, David M. - In: The econometrics journal 21 (2018) 2, pp. 136-169
Persistent link: https://www.econbiz.de/10012166606
Cover Image
Estimation of counterfactual distributions with a continuous endogenous treatment
Pereda Fernández, Santiago - 2016
Persistent link: https://www.econbiz.de/10011939993
Cover Image
Testing for proportional hazards with unrestricted univariate unobserved heterogeneity
Bhattacharjee, Arnab - 2009
Persistent link: https://www.econbiz.de/10003843790
Cover Image
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard; Wang, Chao - In: International journal of forecasting 36 (2020) 2, pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Cover Image
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi; Dionne, Georges - 2021
Persistent link: https://www.econbiz.de/10012423037
Cover Image
Rating crop insurance contracts with nonparametric Bayesian model averaging
Liu, Yong; Ker, Alan P. - In: Journal of agricultural and resource economics : JARE ; … 45 (2020) 2, pp. 244-264
Persistent link: https://www.econbiz.de/10012428461
Cover Image
Density forecasts in panel data models : a semiparametric Bayesian perspective
Liu, Laura - 2020
Persistent link: https://www.econbiz.de/10012224017