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Bias of a value-at-risk estimator
Bao, Yong; Ullah, Aman - In: Finance research letters 1 (2004) 4, pp. 241-249
Persistent link: https://www.econbiz.de/10003307425
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Finite sample properties of maximum likelihood estimator in spatial models
Bao, Yong; Ullah, Aman - In: Journal of econometrics 137 (2007) 2, pp. 396-413
Persistent link: https://www.econbiz.de/10003441869
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Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong; Ullah, Aman; Wang, Yun; Yu, Jun - In: Economics letters 134 (2015), pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
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Efficient combined estimation under structural breaks
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 119-142). 2022
Persistent link: https://www.econbiz.de/10013201836
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The second-order bias of quantile estimators
Lee, Tae-hwy; Ullah, Aman; Wang, He - In: Economics letters 173 (2018), pp. 143-147
Persistent link: https://www.econbiz.de/10012022969