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ECONIS (ZBW)
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1
A k-sample homogeneity test based on the quantification of the p-p plot : the harmonic weighted mass index
Hinloopen, Jeroen
;
Wagenvoort, Rien
;
Marrewijk, Charles van
-
2008
Persistent link: https://www.econbiz.de/10003787143
Saved in:
2
Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling
Hoogerheide, Lennart F.
;
Dijk, Herman K. van
-
2008
Persistent link: https://www.econbiz.de/10003774522
Saved in:
3
Spline smoothing over difficult regions : a state space approach
Koopman, Siem Jan
;
Wong, Soon Yip
-
2008
Persistent link: https://www.econbiz.de/10003811428
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4
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
Persistent link: https://www.econbiz.de/10003973316
Saved in:
5
Finite-state Markov chains obey Benford's law
Kaynar, Bahar
;
Berger, Arno
;
Hill, Theodore P.
;
Ridder, Ad
-
2010
Persistent link: https://www.econbiz.de/10003973371
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6
Some exact tests for manifest properties of latent trait models
Gooijer, Jan G. de
;
Yuan, Ao
-
2010
Persistent link: https://www.econbiz.de/10003974011
Saved in:
7
Bayesian estimation of the GARCH (1,1) model with student-t innovations
Ardia, David
;
Hoogerheide, Lennart F.
-
2010
Persistent link: https://www.econbiz.de/10003974018
Saved in:
8
Efficient Bayesian estimation and combination of GARCH-type models
Ardia, David
;
Hoogerheide, Lennart F.
-
2010
Persistent link: https://www.econbiz.de/10003974028
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9
Dynamic correlation or tail dependence hedging for portfolio selection
Elkamhi, Redouane
;
Stefanova, Denitsa
-
2011
Persistent link: https://www.econbiz.de/10008907847
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10
A class of adaptive EM-based importance sampling algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
-
2011
Persistent link: https://www.econbiz.de/10008809885
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