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Backtesting beyond VaR
Härdle, Wolfgang; Stahl, Gerhard - 1999
Persistent link: https://www.econbiz.de/10001470768
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Some crude approximation, calibration and estimation procedures for NIG-variates
Lillestöl, Jostein - 2002
Persistent link: https://www.econbiz.de/10001730427
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Variance estimation for high-dimensional regression models
Spokojnyj, Vladimir G. - 1999
Persistent link: https://www.econbiz.de/10001424872
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Fourth moments of multivariate GARCH processes
Hafner, Christian M. - 2000
Persistent link: https://www.econbiz.de/10001528180
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Parametric versus nonparametric goodness of fit : another view
Läuter, Henning; Nikulin, Michail - 1999
Persistent link: https://www.econbiz.de/10001371689
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An adaptive, rate optimal test of a parametric model against a nonparametric alternative
Horowitz, Joel; Spokojnyj, Vladimir G. - 1999
Persistent link: https://www.econbiz.de/10001371690
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On goodness of fit tests for accelerated life models
Bagdonavicius, Vilijandas; Nikulin, Mikhail - 1999
Persistent link: https://www.econbiz.de/10001371691
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Comparison of nonparametric goodness of fit tests
Läuter, Henning; Sachsenweger, Cornelia - 1999
Persistent link: https://www.econbiz.de/10001377687
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Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.; Herwartz, Helmut - 1999
Persistent link: https://www.econbiz.de/10001377688
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Testing the multinomial logit model
Bartels, Knut; Boztuğ, Yasemin; Müller, Marlene - 1999
Persistent link: https://www.econbiz.de/10001377692