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Sensitivity analysis of distortion risk measures
Gouriéroux, Christian; Liu, Wei - 2006
Persistent link: https://www.econbiz.de/10003468643
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Estimation adjusted VaR
Gouriéroux, Christian; Zakoïan, Jean-Michael - 2012
Persistent link: https://www.econbiz.de/10009748868
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Approximate regnerative-block bootstrap for Markov chains : some simulation studies
Bertail, Patrice; Clémençon, Stéphan - 2006
Persistent link: https://www.econbiz.de/10003422297
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Product-limit estimators of the survival function with left or right censored data
Patilea, Valentin; Rolin, Jean-Marie - 2004
Persistent link: https://www.econbiz.de/10002598032
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Regeneration-based statistics for Harris recurrent Markov chains
Bertail, Patrice; Clémençon, Stéphan - 2005
Persistent link: https://www.econbiz.de/10003189135
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Efficient portfolio analysis using distortion risk measures
Gouriéroux, Christian; Liu, Wei - 2006
Persistent link: https://www.econbiz.de/10003422288
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A note on sampling and estimation in the presence of cut-off sampling
Haziza, David; Chauvet, Guillaume; Deville, Jean-Claude - 2008
Persistent link: https://www.econbiz.de/10003870875
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Merits and drawbacks of variance targeting in GARCH models
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935355
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Multi-level conditional VaR estimation in dynamic models
Francq, Christian; Zakoïan, Jean-Michel - 2014
Persistent link: https://www.econbiz.de/10010390368
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Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian; Robert, Christian Yann - 2001
Persistent link: https://www.econbiz.de/10001626924