| Nome |
# |
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ATXN1 intermediate-length polyQ expansions are associated with Amyotrophic Lateral Sclerosis, file e3835194-40e9-72ef-e053-3705fe0ad821
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327
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A Cross-Entropy Approach to the Estimation of Generalised Linear Multilevel Models, file e3835193-53a0-72ef-e053-3705fe0ad821
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188
|
|
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach, file e3835197-fe09-72ef-e053-3705fe0ad821
|
167
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|
Approximate Maximum Likelihood Estimation of the Bingham Distribution, file e3835193-0dda-72ef-e053-3705fe0ad821
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166
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Where Gibrat meets Zipf: Scale and Scope of French Firms, file e3835193-c1f6-72ef-e053-3705fe0ad821
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153
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A frequency domain test for isotropy in spatial data models, file e3835193-bd4d-72ef-e053-3705fe0ad821
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130
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Powerless: Gains from trade when firm productivity is not Pareto distributed, file e3835193-d626-72ef-e053-3705fe0ad821
|
124
|
|
Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination?, file db870c47-c776-44e3-bd28-0d3d6d376cfd
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104
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|
Realized Peaks over Threshold: a Time-Varying Extreme Value Approach with High-Frequency based Measures, file e3835195-1ef1-72ef-e053-3705fe0ad821
|
100
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|
Realizing the Extremes: Estimation of Tail-risk Measures from a High-frequency Perspective, file e3835198-a78b-72ef-e053-3705fe0ad821
|
94
|
|
Realized Extreme Quantile: A Joint Model for Conditional Quantiles and Measures of Volatility with EVT Refinements, file e3835194-9d13-72ef-e053-3705fe0ad821
|
69
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|
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review, file e3835194-9d14-72ef-e053-3705fe0ad821
|
68
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|
Un modello per l'incorporazione del rischio specifico nel VaR, file 44476c79-7ca4-43f6-bebf-1ae3280f29c6
|
49
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|
Realized Peaks over Threshold: a Time-Varying Extreme Value Approach with High-Frequency based Measures, file e3835197-a812-72ef-e053-3705fe0ad821
|
49
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An improved pairs trading strategy based on switching regime volatility, file e3835191-fcb3-72ef-e053-3705fe0ad821
|
27
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|
Machine learning techniques for default prediction: an application to small Italian companies, file 536f1b28-9ef0-4acd-b66f-1d8893a83023
|
25
|
|
Approximate Maximum Likelihood Estimation of the Autologistic Model, file e3835198-5181-72ef-e053-3705fe0ad821
|
24
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|
Firm's bankruptcy and turnover in a macroeconomy, file 0d6e70a2-a49b-41d6-9d3e-a2d5af71137d
|
8
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The asymptotic loss distribution in a fat-tailed factor model of portfolio credit risk, file 61d9da00-3c94-4766-be37-78baf72d97d3
|
8
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Approximate Maximum Likelihood Estimation of the Autologistic Model, file e3835192-558a-72ef-e053-3705fe0ad821
|
8
|
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On Maximum Likelihood Estimation of Operational Loss Distributions, file fc31dd93-41a0-4fe9-8cdb-3971710ae4e0
|
8
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Some analytical results on bivariate stable distributions with an application in operational risk, file e3835199-7149-72ef-e053-3705fe0ad821
|
7
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Modeling multivariate operational losses via copula-based distributions with g-and-h marginals, file e3835198-d71a-72ef-e053-3705fe0ad821
|
6
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La sopravvivenza immediata delle start-up italiane del settore manifatturiero sanitario: un'analisi multilevel, file e3835193-4cb5-72ef-e053-3705fe0ad821
|
5
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Realized Extreme Quantile: A Joint Model for Conditional Quantiles and Measures of Volatility with EVT Refinements, file e3835194-01c5-72ef-e053-3705fe0ad821
|
5
|
|
Realizing the Extremes: Estimation of Tail-risk Measures from a High-frequency Perspective, file e3835194-a9b3-72ef-e053-3705fe0ad821
|
5
|
|
Where Gibrat meets Zipf: Scale and Scope of French Firms, file e3835197-45c6-72ef-e053-3705fe0ad821
|
5
|
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Aggregation of regional economic time series with different spatial correlation structures, file 18a49a31-2465-43f9-bb46-92bdd77d32e2
|
4
|
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Characteristic Function Estimation of Ornstein-Uhlenbeck-Based Stochastic Volatility Models, file 565d7016-d571-4561-8c7c-b7ecfa9da74e
|
4
|
|
Spatial models for flood risk assessment, file 5f1a9d87-b2f7-4052-a097-538e59b4ce93
|
4
|
|
Density Approximations and VaR Computation for Compound Poisson-lognormal Distributions, file e3835192-506c-72ef-e053-3705fe0ad821
|
4
|
|
Powerless: Gains from trade when firm productivity is not Pareto distributed, file e3835198-1444-72ef-e053-3705fe0ad821
|
4
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The truncated g-and-h distribution: estimation and application to loss modeling, file e3835199-5b86-72ef-e053-3705fe0ad821
|
4
|
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Testing the Profitability of Simple Technical Trading Rules: A Bootstrap Analysis of the Italian Stock Market, file 35575b18-f088-4a51-a337-53ef0b94bea3
|
3
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Mixture models for VaR and stress testing, file a66e223a-46bb-48c7-87d1-d8b1934bceb9
|
3
|
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Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach, file e3835197-8ced-72ef-e053-3705fe0ad821
|
3
|
|
On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach, file e3835199-5b97-72ef-e053-3705fe0ad821
|
3
|
|
A Framework for Cut-off Sampling in Business Survey Design, file cfee70e3-0304-4f74-9fb5-5cea5478bb78
|
2
|
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Statistical analysis of the Lognormal-Pareto distribution using Probability Weighted Moments and Maximum Likelihood, file e3835192-5b98-72ef-e053-3705fe0ad821
|
2
|
|
Aggregation of Regional Economic Time Series with Different Correlation Structures, file e3835192-93e2-72ef-e053-3705fe0ad821
|
2
|
|
A simple approach to the estimation of Tukey's gh distribution, file e3835192-c1c3-72ef-e053-3705fe0ad821
|
2
|
|
A characteristic function-based approach to Approximate Maximum Likelihood Estimation, file e3835193-c85b-72ef-e053-3705fe0ad821
|
2
|
|
Design-based estimation in environmental surveys with positional errors, file e3835195-9be2-72ef-e053-3705fe0ad821
|
2
|
|
Distribution of city size: Gibrat, Pareto, Zipf, file e3835197-3de3-72ef-e053-3705fe0ad821
|
2
|
|
A frequency domain test for isotropy in spatial data models, file e3835198-4212-72ef-e053-3705fe0ad821
|
2
|
|
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach, file e3835198-612c-72ef-e053-3705fe0ad821
|
2
|
|
Realizing the Extremes: Estimation of Tail-risk Measures from a High-frequency Perspective, file e3835198-783f-72ef-e053-3705fe0ad821
|
2
|
|
Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk, file e3835191-c838-72ef-e053-3705fe0ad821
|
1
|
|
Estimating rating transition probabilities with missing data, file e3835191-cc6f-72ef-e053-3705fe0ad821
|
1
|
|
Testing for Redundancy in Normal Mixture Analysis, file e3835191-cd41-72ef-e053-3705fe0ad821
|
1
|
|
Spatial Models for Flood Risk Assessment, file e3835191-ce84-72ef-e053-3705fe0ad821
|
1
|
|
I modelli di portafoglio per la gestione del rischio di credito, file e3835191-cedb-72ef-e053-3705fe0ad821
|
1
|
|
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models, file e3835192-aa7c-72ef-e053-3705fe0ad821
|
1
|
|
Dynamic VaR Models and the Peaks over Threshold Method for Market Risk Measurement: an Empirical Investigation during a Financial Crisis, file e3835193-1a06-72ef-e053-3705fe0ad821
|
1
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|
A pairs trading strategy based on switching-regime volatility for commodity futures, file e3835193-7669-72ef-e053-3705fe0ad821
|
1
|
|
Likelihood-based Risk Estimation for Variance-Gamma Models, file e3835195-b1e9-72ef-e053-3705fe0ad821
|
1
|
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Fitting spatial regressions to large datasets using unilateral approximations, file e3835197-25bd-72ef-e053-3705fe0ad821
|
1
|
|
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution, file e3835197-33d3-72ef-e053-3705fe0ad821
|
1
|
|
Estimating the wrapped stable distribution via indirect inference, file e3835197-3fca-72ef-e053-3705fe0ad821
|
1
|
|
An Extreme Value Analysis of the Last Century Crises across Industries in the U.S. Economy, file e3835197-fe0b-72ef-e053-3705fe0ad821
|
1
|
|
U.S. stock returns: Are there seasons of excesses?, file e3835198-1286-72ef-e053-3705fe0ad821
|
1
|
|
A Cross-Entropy Approach to the Estimation of Generalised Linear Multilevel Models, file e3835198-394b-72ef-e053-3705fe0ad821
|
1
|
|
On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach, file e3835199-f78f-72ef-e053-3705fe0ad821
|
1
|
| Totale |
2.001 |