//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~subject:"Statistical distribution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Theory"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
Estimation theory
1,638
Schätztheorie
1,638
Theorie
1,607
Theory
1,607
Zeitreihenanalyse
599
Time series analysis
597
Nichtparametrisches Verfahren
479
Nonparametric statistics
479
Estimation
394
Schätzung
389
Regression analysis
385
Regressionsanalyse
385
Statistical test
277
Statistischer Test
277
Volatility
264
Volatilität
264
Panel
254
Panel study
254
Forecasting model
211
Prognoseverfahren
211
Stochastic process
185
Stochastischer Prozess
185
Method of moments
182
Momentenmethode
181
Statistische Verteilung
151
Bayes-Statistik
150
Bayesian inference
150
Bootstrap approach
139
Bootstrap-Verfahren
139
Cointegration
137
Kointegration
136
USA
127
United States
127
Induktive Statistik
124
Statistical inference
124
Autocorrelation
118
Autokorrelation
118
Ökonometrie
115
Maximum likelihood estimation
113
more ...
less ...
Online availability
All
Undetermined
81
Type of publication
All
Article
149
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
147
Aufsatz in Zeitschrift
147
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
1
Festschrift
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
151
Author
All
Corradi, Valentina
4
Park, Joon Y.
4
Swanson, Norman R.
4
Bollerslev, Tim
3
Dijk, Herman K. van
3
Dufour, Jean-Marie
3
Ling, Shiqing
3
Linton, Oliver
3
Okhrin, Yarema
3
Todorov, Viktor
3
White, Halbert
3
Amengual, Dante
2
Bandi, Federico M.
2
Bondarenko, Oleg
2
Bücher, Axel
2
Chang, Chia-Lin
2
Chang, Yoosoon
2
Chen, Bin
2
Garcia, René
2
Harvey, Andrew C.
2
Hill, Jonathan B.
2
Hong, Yongmiao
2
Hoogerheide, Lennart
2
Jin, Xin
2
Kim, Chang Sik
2
Kurz-Kim, Jeong-Ryeol
2
Lewbel, Arthur
2
Maheu, John M.
2
McAleer, Michael
2
Meddahi, Nour
2
Norets, Andriy
2
Paolella, Marc S.
2
Pelenis, Justinas
2
Phillips, Peter C. B.
2
Polak, Pawel
2
Renault, Eric
2
Rossi, Barbara
2
Schmid, Wolfgang
2
Sekhposyan, Tatevik
2
Sentana, Enrique
2
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Published in...
All
Journal of econometrics
Insurance / Mathematics & economics
189
Discussion paper / Tinbergen Institute
99
Economics letters
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Risks : open access journal
72
European journal of operational research : EJOR
64
International journal of forecasting
64
International journal of theoretical and applied finance
53
Econometric reviews
52
Econometric theory
47
Journal of banking & finance
47
Applied economics
41
Discussion paper / Center for Economic Research, Tilburg University
39
Computational economics
38
Quantitative finance
38
Scandinavian actuarial journal
37
Statistical papers
35
Statistics in transition : an international journal of the Polish Statistical Association
34
Economic modelling
33
Finance research letters
33
Journal of empirical finance
33
Journal of forecasting
32
Journal of the American Statistical Association : JASA
32
NBER Working Paper
32
Applied economics letters
31
SFB 649 discussion paper
31
CEMMAP working papers / Centre for Microdata Methods and Practice
30
Working paper / National Bureau of Economic Research, Inc.
30
Astin bulletin : the journal of the International Actuarial Association
29
Operations research letters
29
NBER working paper series
28
The journal of operational risk
27
Journal of economic dynamics & control
26
Journal of mathematical finance
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
The European journal of finance
26
Working paper
26
Working papers
26
International review of financial analysis
25
more ...
less ...
Source
All
ECONIS (ZBW)
151
Showing
1
-
10
of
151
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
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
Saved in:
3
The likelihood of mixed hitting times
Abbring, Jaap H.
;
Salimans, Tim
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
Saved in:
4
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
5
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
6
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
7
Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A.
;
Canay, Ivan A.
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 138-159
Persistent link: https://www.econbiz.de/10012618809
Saved in:
8
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
Saved in:
9
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
10
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->