| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A high quantile estimator based on the log-generalized Weibull tail limit
|
de Valk, Cees
|
|
2018
|
6 |
C |
p. 107-128
|
artikel
|
| 2 |
Assessing causality and delay within a frequency band
|
Breitung, Jörg
|
|
2018
|
6 |
C |
p. 57-73
|
artikel
|
| 3 |
Filterbased stochastic volatility in continuous-time hidden Markov models
|
Krishnamurthy, Vikram
|
|
2018
|
6 |
C |
p. 1-21
|
artikel
|
| 4 |
Higher-order statistics for DSGE models
|
Mutschler, Willi
|
|
2018
|
6 |
C |
p. 44-56
|
artikel
|
| 5 |
Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions
|
El Methni, Jonathan
|
|
2018
|
6 |
C |
p. 129-148
|
artikel
|
| 6 |
On the use of higher order bias approximations for 2SLS and k-class estimators with non-normal disturbances and many instruments
|
Liu-Evans, Gareth
|
|
2018
|
6 |
C |
p. 90-105
|
artikel
|
| 7 |
Semiparametric estimation under shape constraints
|
Wu, Ximing
|
|
2018
|
6 |
C |
p. 74-89
|
artikel
|
| 8 |
Special issue on statistics of extremes and applications
|
Guillou, Armelle
|
|
2018
|
6 |
C |
p. 106
|
artikel
|
| 9 |
Spot volatility estimation using the Laplace transform
|
Curato, Imma Valentina
|
|
2018
|
6 |
C |
p. 22-43
|
artikel
|
| 10 |
Tail dependence of recursive max-linear models with regularly varying noise variables
|
Gissibl, Nadine
|
|
2018
|
6 |
C |
p. 149-167
|
artikel
|
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