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Persistent link: https://www.econbiz.de/10011743748
This paper illustrates the usefulness of resampling based methods in the context of multiple (simultaneous) tests, with emphasis on econometric applications. Economic theory often suggests joint (or simultaneous) hypotheses on econometric models; consequently, the problem of evaluating joint...
Persistent link: https://www.econbiz.de/10005100723
distribution of stock returns is usually rejected in empirical studies, due to excess kurtosis and asymmetry. To model such data …
Persistent link: https://www.econbiz.de/10005100963
Persistent link: https://www.econbiz.de/10003392561