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Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan; Kurz-Kim, Jeong-Ryeol - 1998
Persistent link: https://www.econbiz.de/10001422900
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Alternative BIAS approximations in first order dynamic reduced form models
Kiviet, J. F.; Phillips, Garry D. A.; Schipp, Bernhard - 1998
Persistent link: https://www.econbiz.de/10000978872
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Minimax estimation with random coefficients : theory and application to stock returns
Schipp, Bernd; Brechtmann, Markus - 1994
Persistent link: https://www.econbiz.de/10000964811
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Feasible minimax estimators in the simultaneous equations model under partial restrictions
Schipp, Bernd; Toutenburg, Helge - 1994
Persistent link: https://www.econbiz.de/10000964814
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Blue for ß in CAPM with infinite variance
Huschens, Stefan; Kurz-Kim, Jeong-Ryeol - 1999
Persistent link: https://www.econbiz.de/10001399219
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Confidence intervals for the value-at-risk
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10013440859
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Measuring risk in value-at-risk in the presence of infinite variance
Huschens, Stefan - 1998
Persistent link: https://www.econbiz.de/10013440918
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Estimation in semiparametric models using an auxiliary model
Huschens, Stefan; Stahl, Gerhard - 1994
Persistent link: https://www.econbiz.de/10013440805