Narrow search
Showing 1 - 10 of 1,294
Cover Image
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - In: The econometrics journal 12 (2009), pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Cover Image
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye; Gerlach, Richard H. - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Cover Image
Less volatile value-at-risk estimation under a semi-parametric approach
Huang, Shih-Feng; Wang, David K. - In: Asia-Pacific journal of financial studies 52 (2023) 3, pp. 374-393
Persistent link: https://www.econbiz.de/10014318379
Cover Image
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - 2007
Persistent link: https://www.econbiz.de/10003656187
Cover Image
Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip; Barunik, Jozef - In: Journal of financial econometrics : official journal of … 14 (2016) 1, pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
Cover Image
Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng; Zhao, Zhibiao - In: Journal of econometrics 195 (2016) 1, pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Cover Image
Semiparametric inference in a GARCH-in-Mean model
Christensen, Bent Jesper (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003774701
Cover Image
A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian - In: Journal of econometrics 130 (2006) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Cover Image
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.; Dijk, Dick van; Franses, Philip Hans - 2006
Persistent link: https://www.econbiz.de/10003331369
Cover Image
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri; Monfort, Alain; Pegoraro, Fulvio - 2006
Persistent link: https://www.econbiz.de/10003447913