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~institution:"Instituto Valenciano de Investigaciones Económicas"
~institution:"Robert Schuman Centre for Advanced Studies"
~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"University of Exeter / Department of Economics"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
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Arruñada, Benito
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Instituto Valenciano de Investigaciones Económicas
Robert Schuman Centre for Advanced Studies
Universitat Pompeu Fabra / Departament d'Economia i Empresa
University of Exeter / Department of Economics
Centre de Recerca en Economia i Salut <Barcelona>
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
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2
On moments and tail behaviors of storage processes
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747502
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3
Strategies for sequential prediction of stationary time series
Györfi, László
(
contributor
);
Lugosi, Gábor
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627280
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4
Improved nonparametric confidence intervals in time series regressions
Romano, Joseph P.
(
contributor
);
Wolf, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001697178
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5
The HP-filter in cross-country comparisons
Marcet, Albert
(
contributor
);
Ravn, Morten O.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627211
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6
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627199
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7
Inflation, political instability and stockmarket volatility in interwar Germany
Voth, Hans-Joachim
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560433
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8
Implications of dynamic trading for insurance markets
Penalva, José
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110193
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9
Effects of employment protection and product market regulations on the Italian labor market
Kugler, Adriana D.
(
contributor
);
Pica, Giovanni
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110231
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10
Finite mixture analysis of beauty-contest data from multiple samples
Bosch Domènech, Antoni
;
García Montalvo, José
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111627
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