Pages that link to "Item:Q280256"
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The following pages link to The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance (Q280256):
Displaying 13 items.
- Editorial. The econometrics of intellectual property: an overview (Q280243) (← links)
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks (Q635960) (← links)
- Portfolio diversification under local and moderate deviations from power laws (Q998273) (← links)
- Heavy tails and copulas: limits of diversification revisited (Q1668647) (← links)
- A Schumpeterian growth model with random quality improvements (Q1949209) (← links)
- On the robustness of location estimators in models of firm growth under heavy-tailedness (Q2451782) (← links)
- Portfolio diversification and value at risk under thick-tailedness† (Q3645198) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure (Q5079025) (← links)
- On the asymptotics of tail conditional expectation for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails (Q5088093) (← links)
- On the asymptotics of value-at-risk for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails (Q5088126) (← links)
- A family of nonparametric unit root tests for processes driven by infinite variance innovations (Q6039111) (← links)