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Tijdschrift beschrijving
Alle jaargangen van het bijbehorende tijdschrift
Alle afleveringen van het bijbehorende jaargang
Alle artikelen van de bijbehorende aflevering
14 gevonden resultaten
| nr | titel | auteur | tijdschrift | jaar | jaarg. | afl. | pagina('s) | type |
| 1 | Editorial Board |
2013 |
172 | 2 |
p. IFC- 1 p. |
artikel |
||
| 2 | Estimation for multivariate stable distributions with generalized empirical likelihood |
Ogata, Hiroaki |
2013 |
172 | 2 |
p. 248-254 7 p. |
artikel |
|
| 3 | Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions |
McCulloch, J. Huston |
2013 |
172 | 2 |
p. 275-282 8 p. |
artikel |
|
| 4 | Fat tails, VaR and subadditivity |
Daníelsson, Jón |
2013 |
172 | 2 |
p. 283-291 9 p. |
artikel |
|
| 5 | Heavy tails of OLS |
Mikosch, Thomas |
2013 |
172 | 2 |
p. 205-221 17 p. |
artikel |
|
| 6 | Jump tails, extreme dependencies, and the distribution of stock returns |
Bollerslev, Tim |
2013 |
172 | 2 |
p. 307-324 18 p. |
artikel |
|
| 7 | Latest developments on heavy-tailed distributions |
Paolella, Marc |
2013 |
172 | 2 |
p. 183-185 3 p. |
artikel |
|
| 8 | Linear and nonlinear regression with stable errors |
Nolan, John P. |
2013 |
172 | 2 |
p. 186-194 9 p. |
artikel |
|
| 9 | Model identification for infinite variance autoregressive processes |
Andrews, Beth |
2013 |
172 | 2 |
p. 222-234 13 p. |
artikel |
|
| 10 | Moment condition tests for heavy tailed time series |
Hill, Jonathan B. |
2013 |
172 | 2 |
p. 255-274 20 p. |
artikel |
|
| 11 | One-step R-estimation in linear models with stable errors |
Hallin, Marc |
2013 |
172 | 2 |
p. 195-204 10 p. |
artikel |
|
| 12 | Stable mixture GARCH models |
Broda, Simon A. |
2013 |
172 | 2 |
p. 292-306 15 p. |
artikel |
|
| 13 | Statistical estimation of multivariate Ornstein–Uhlenbeck processes and applications to co-integration |
Fasen, Vicky |
2013 |
172 | 2 |
p. 325-337 13 p. |
artikel |
|
| 14 | The method of simulated quantiles |
Dominicy, Yves |
2013 |
172 | 2 |
p. 235-247 13 p. |
artikel |
14 gevonden resultaten