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Modeling dependence in high dimensions with factor copulas
Oh, Dong Hwan; Patton, Andrew J. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 139-154
Persistent link: https://www.econbiz.de/10011704143
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Inference with dyadic data : asymptotic behavior of the dyadic-robust t-statistic
Tabord-Meehan, Max - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 671-680
Persistent link: https://www.econbiz.de/10012179005
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Skilled mutual fund selection : false discovery control under dependence
Wang, Lijia; Han, Xu; Tong, Xing - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 578-592
Persistent link: https://www.econbiz.de/10014448373