The dynamic power law model (Q482073): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(3 intermediate revisions by 3 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s10687-014-0193-x / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10687-014-0193-x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3123281220 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rare Disasters and Asset Markets in the Twentieth Century* / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting Behavior of Posterior Distributions when the Model is Incorrect / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Closing the GARCH gap: Continuous time GARCH modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exceedances over high thresholds: a guide to threshold selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Common risk factors in the returns on stocks and bonds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * / rank
 
Normal rank
Property / cites work
 
Property / cites work: Institutional Investors and Stock Market Volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: A moving window approach for nonparametric estimation of the conditional tail index / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the conditional tail index using a smoothed local Hill estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5829358 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric regression estimation of conditional tails: the random covariate case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Sample Properties of Generalized Method of Moments Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4328700 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple general approach to inference about the tail of a distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent Estimates Based on Partially Consistent Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4869532 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S10687-014-0193-X / rank
 
Normal rank

Latest revision as of 18:49, 9 December 2024

scientific article
Language Label Description Also known as
English
The dynamic power law model
scientific article

    Statements

    The dynamic power law model (English)
    0 references
    0 references
    0 references
    19 December 2014
    0 references
    power law
    0 references
    finance
    0 references
    asset prices
    0 references
    crash
    0 references
    tail risk
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers