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~person:"Bou Zeidan, Melissa"
~person:"Swanson, Norman R."
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Statistical distribution
Bootstrap approach
9
Bootstrap-Verfahren
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Bou Zeidan, Melissa
Swanson, Norman R.
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Forecasting value at risk (VaR) for emerging and developed markets
Naimy, Viviane
;
Bou Zeidan, Melissa
- In:
Estudios de economía aplicada : revista promovida por …
37
(
2019
)
3
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012173924
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2
Bootstrap conditional distribution tests in the presence of dynamic misspecification
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 779-806
Persistent link: https://www.econbiz.de/10003359634
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3
Bootstrap specification tests for diffusion processes
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 117-148
Persistent link: https://www.econbiz.de/10002439423
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4
A test for comparing multiple misspecified conditional interval models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Econometric theory
21
(
2005
)
5
,
pp. 991-1016
Persistent link: https://www.econbiz.de/10003101953
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