Search Results - subject_exact:"Normalverteilung"

Wirtschaftsstatistik : Einfach und verständlich

Flotho, Stefanie - 2026

Lageparameter -- Streuungsparameter -- Konzentrationsanalyse -- Zusammenhang zwischen zwei Variablen -- Einfache Regressionsanalyse -- Wahrscheinlichkeitsrechnung -- Diskrete Zufallsvariablen und Verteilungen -- Stetige Zufallsvariablen und Verteilungen -- Zentraler Grenzwertsatz --...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015576524

Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities

Horowitz, Joel; Lee, Sokbae - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012667933

Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities

Horowitz, Joel; Lee, Sokbae - 2021

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation under shape restrictions, estimation of models of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012595666

Numerische Grenze der Glaubwürdigkeit : ungewisse Daten im Licht statistischer Analysen

Weinmann, Siegfried - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013198905

Risk-neutral skewness, informed trading, and the cross section of stock returns

Chordia, Tarun; Lin, Tse-Chun; Xiang, Vincent - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012618491

Wie lange noch? : voraussichtliches Andauern von Aktivitäten und Geschäftskontakten

Schneider, Thomas - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012543461

Smets and Wouters model estimated with skewed shocks - empirical study of forecasting properties

Koloch, Grzegorz - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011662143

Beyond the Local Mean-Variance Analysis in Continuous Time : The Problem of Non-Normality

Aase, Knut K. - 2015

The paper investigates the effects of deviations from normality on the estimates of risk premiums and the real equilibrium, short-term interest rate in the conventional rational expectations equilibrium model of Lucas (1978). We consider a time-continuous approach, where both the aggregate...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013027493

Microeconomic origins of macroeconomic tail risks

Acemoglu, Daron; Ozdaglar, Asuman E.; Tahbaz-Salehi, Alireza - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011643426

Show 4 more versions 4

Microeconomic Origins of Macroeconomic Tail Risks

Acemoglu, Daron - 2015

Book / Working Paper

Microeconomic Origins of Macroeconomic Tail Risks

Acemoglu, Daron - 2015

Book / Working Paper

Microeconomic Origins of Macroeconomic Tail Risks

Acemoglu, Daron - 2015

Book / Working Paper

Microeconomic Origins of Macroeconomic Tail Risks

Acemoglu, Daron - 2015

Book / Working Paper

Beyond the local mean-variance analysis in continuous time : the problem of non-normality

Aase, Knut K.; Lillestøl, Jostein - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010515222

Non-normality in financial markets and the measurement of risk

Lau, Christian - 2015

ARMA-GARCH-Modellierung; nicht-Normalität; normal-inverse Gauss-Verteilung (NIG-Verteilung); realisierte Momente; Staatsanleihen; Strom Forwards; stylized facts von Finanzzeitreihen; Value at Risk; Verteilung von Anleiherenditen

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011440567

Microeconomic origins of macroeconomic tail risks

Acemoglu, Daron; Ozdaglar, Asuman E.; Tahbaz-Salehi, Alireza - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011347414

Show one more version 1

Microeconomic origins of macroeconomic tail risks

Acemoglu, Daron; Ozdaglar, Asuman E.; Tahbaz-Salehi, Alireza - 2015

Book / Working Paper

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2013

We derive a Gaussian approximation result for the maximum of a sum of high dimensional random vectors. Specifically, we establish conditions under which the distribution of the maximum is approximated by that of the maximum of a sum of the Gaussian random vectors with the same covariance...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010227470

Zur Bedeutung des zentralen Grenzwertsatzes

Auer, Benjamin R.; Rottmann, Horst - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011978984

Central limit theorems and multiplier bootstrap when p is much larger than n

Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2012

We derive a central limit theorem for the maximum of a sum of high dimensional random vectors. More precisely, we establish condi- tions under which the distribution of the maximum is approximated by the maximum of a sum of the Gaussian random vectors with the same covariance matrices as the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009692028

Gaussian approximation of suprema of empirical processes

Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2012

We develop a new direct approach to approximating suprema of general empirical processes by a sequence of suprema of Gaussian processes, without taking the route of approximating empirical processes themselves in the sup-norm. We prove an abstract approximation theorem that is applicable to a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009692046

Unternehmensbewertung mittels Regressionsanalysen

Pohl, Philipp - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011787056

Estimation of a normal distribution of returns on stock indices based on the minimum chi-square criterion

Czyżycki, Rafał - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011861483

Linkless Normal Formfor ALC Concepts

Schon, Claudia - 2010

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009354110

Cutpoint-Modelle zur Modellierung von Wartezeiten : Implementierung und Anwendung eines Wartezeiten- und eines Wartezeiten-Volumen-Modells zur Prognose zukünftiger Transaktionen und Kaufvolumina von Kunden

Sievers, Christina - 2016 - [1. Aufl.]

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013432117

Modified CADF and CIPA panel unit root statistics with standard CHI-squared and normal limiting distributions

Westerlund, Joakim; Hosseinkouchack, Mehdi - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011494818

Analysis of latent Gaussian models with spatial dependence

Vogler, Jan - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011618511

Modellierung schiefer und gewölbter Verteilungen mit der g-und-h-Familie

Auer, Benjamin R.; Strobel, Marcus - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011342719

The truncated multivariate normal distribution in finance and econometrics

Wilhelm, Stefan - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010438565

Bestimmung des Conditional Value-at-Risk (CVaR) bei Normal- bzw. Lognormalverteilung

Albrecht, Peter; Koryciorz, Sven - 2003

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005842117

Simple Time - Varying Copula Estimation

Aussenegg, Wolfgang; Cech, Christian - 2008

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005867334

An empirical investigation of the short-term relationship betweeninterest rate risk and credit risk

Cech, Christian - 2007

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005867372

Copula-based top-down approaches in financial risk aggregation

Cech, Christian - 2006

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005867379

Vincenz Bronzins Optionspreismodelle intheoretischer und historischer Perspektive

Hafner, Wolfgang; Zimmermann, H. - 2006

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005868199

The role of contracting schemes for the welfare costs of nominal rigidities over the business cycle

Paustian, Matthias - 2005

What is the role of contracting schemes for the welfare costs of nominal rigidities over the business cycle? We examine 4 different modeling schemes of nominal rigidities that all have the same average duration of contracts. We find that Calvo (1983) wage and price contracts may deliver welfare...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10003289622