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Optimal pseudo-Gaussian and rank-based tests of the cointegration rank in semiparametric error-correction models
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - 2015
Persistent link: https://www.econbiz.de/10011348908
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Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut; Einmahl, John H. J.; Khmaladze, Estate V.; … - 2014
Persistent link: https://www.econbiz.de/10011283328
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A derivative based estimator for semiparametric index models
Donkers, Bas (contributor); Schafgans, Marcia (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773692
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Nonparametric cointegration tests
Bierens, Herman J. - 1994
Persistent link: https://www.econbiz.de/10000888251
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Rank-based tests of the cointegrating rank in semiparametric error correction models
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - 2012
Persistent link: https://www.econbiz.de/10009676141
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Nonparametric cointegration analysis
Bierens, Herman J. - 1995
Persistent link: https://www.econbiz.de/10000926505
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Option pricing and momentum
Rogríguez, Juan Carlos (contributor) - 2007
Persistent link: https://www.econbiz.de/10003686514
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Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut; Einmahl, John H. J.; Laeven, Roger J. A. - 2021
Persistent link: https://www.econbiz.de/10012586114
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Simulation experiments in practice : statistical design and regression analysis
Kleijnen, Jack P. C. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003414120
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Simulation experiments in practice : statistical design and regression analysis
Kleijnen, Jack P. C. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003656714