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1
The Pástor-Stambaugh empirical model revisited : evidence from robust instruments
Racicot, François-Éric
;
Rentz, William F.
- In:
The journal of asset management
16
(
2015
)
5
,
pp. 329-341
Persistent link: https://www.econbiz.de/10011416607
Saved in:
2
Robust Kriging models in computer experiments
Park, Taejin
;
Yum, Bongjin
;
Hung, Ying
;
Jeong, Young-Seon
; …
- In:
Journal of the Operational Research Society : OR
67
(
2016
)
4
,
pp. 644-653
Persistent link: https://www.econbiz.de/10011516639
Saved in:
3
The bidder exclusion effect
Coey, Dominic
;
Larsen, Bradley J.
;
Sweeney, Kane
-
2014
Persistent link: https://www.econbiz.de/10010419836
Saved in:
4
Factor based identification-robust inference in IV regressions
Kapetanios, George
;
Khalaf, Lynda
;
Marcellino, Massimiliano
-
2015
Persistent link: https://www.econbiz.de/10010495478
Saved in:
5
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
6
Optimal portfolio choice with crash risk and model ambiguity
Korn, Ralf
;
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189925
Saved in:
7
Learning from ambiguous and misspecified models
Marinacci, Massimo
;
Massari, Filippo
- In:
Journal of mathematical economics
84
(
2019
),
pp. 144-149
Persistent link: https://www.econbiz.de/10012310946
Saved in:
8
Risk quantification and validation for Bitcoin
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Operations research letters
48
(
2020
)
4
,
pp. 534-541
Persistent link: https://www.econbiz.de/10012294824
Saved in:
9
A measure of robustness to misspecification
Athey, Susan
;
Imbens, Guido
- In:
The American economic review
105
(
2015
)
5
,
pp. 476-480
Persistent link: https://www.econbiz.de/10011699329
Saved in:
10
Factor-based identification-robust interference in IV regressions
Kapetanios, George
;
Khalaf, Lynda
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
5
,
pp. 821-842
Persistent link: https://www.econbiz.de/10011645237
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