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91
Implementing likelihood-based inference for fat-tailed distributions
Rekkas, M.
;
Wong, A.
- In:
Finance research letters
5
(
2008
)
1
,
pp. 32-46
Persistent link: https://www.econbiz.de/10003751276
Saved in:
92
On measuring concentration in banking systems
Alegria, Carlos
;
Schaeck, Klaus
- In:
Finance research letters
5
(
2008
)
1
,
pp. 59-67
Persistent link: https://www.econbiz.de/10003751287
Saved in:
93
An approach to multivariate covariate-dependent quantile contours with application to bivariate conditional growth charts
Wei, Ying
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
481
,
pp. 397-409
Persistent link: https://www.econbiz.de/10003676967
Saved in:
94
The tail risks of FX return distributions : a comparison of the returns associated with limit orders and market orders
Cotter, John
;
Dowd, Kevin
- In:
Finance research letters
4
(
2007
)
3
,
pp. 146-154
Persistent link: https://www.econbiz.de/10003702364
Saved in:
95
Semiparametric estimation of spectral density with irregular observations
Im, Hae Kyung
;
Stein, Michael L.
;
Zhu, Zhengyuan
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 726-735
Persistent link: https://www.econbiz.de/10003490485
Saved in:
96
Normalization in econometrics
Hamilton, James D.
;
Waggoner, Daniel F.
;
Zha, Tao
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 221-252
Persistent link: https://www.econbiz.de/10003509123
Saved in:
97
Testing for state dependence with time-variant transition probabilities
Halliday, Timothy J.
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 685-703
Persistent link: https://www.econbiz.de/10003605821
Saved in:
98
Assessing the precision of turning point estimates in polynomial regression functions
Plassmann, Florenz
;
Khanna, Neha
- In:
Econometric reviews
26
(
2007
)
5
,
pp. 503-528
Persistent link: https://www.econbiz.de/10003549303
Saved in:
99
Nonparametric density estimation from covariate information
Elmore, Ryan T.
;
Hall, Peter
;
Troynikov, Vladimir S.
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 701-711
Persistent link: https://www.econbiz.de/10003334679
Saved in:
100
A constructive representation of univariate skewed distributions
Ferreira, José T. A. S.
;
Steel, Mark F. J.
- In:
Journal of the American Statistical Association : JASA
101
(
2006
)
474
,
pp. 823-829
Persistent link: https://www.econbiz.de/10003334777
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