Narrow search
Showing 1 - 2 of 2
Cover Image
A study on window-size selection for threshold and bootstrap value-at-risk models
Smith, Anri; Huang, Chun-Kai - In: The journal of risk model validation 13 (2019) 4, pp. 1-16
Persistent link: https://www.econbiz.de/10012373140
Cover Image
Robust inference for threshold regression models
Hidalgo, Javier; Lee, Jungyoon; Seo, Myung Hwan - In: Journal of econometrics 210 (2019) 2, pp. 291-309
Persistent link: https://www.econbiz.de/10012303525