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The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
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2019
Persistent link: https://www.econbiz.de/10012063555
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Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.
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Crump, Richard K.
;
Jansson, Michael
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2009
Persistent link: https://www.econbiz.de/10003883600
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3
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012316436
Saved in:
4
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
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2017
Persistent link: https://www.econbiz.de/10011750315
Saved in:
5
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
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2014
Persistent link: https://www.econbiz.de/10010433252
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