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Cummins, Mark; Dowling, Michael; Esposito, Francesco - In: Finance research letters 22 (2017), pp. 169-174

Persistent link: https://www.econbiz.de/10011808131

Minimax risk in estimating kink threshold and testing continuity

Hidalgo, Javier; Lee, Heejun; Lee, Jungyoon; Seo, Myung Hwan - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 233-259). 2023

Persistent link: https://www.econbiz.de/10014313688

Is interest rate uncertainty a predictor of investment volatility? : evidence from the wild bootstrap likelihood ratio approach

Olasehinde-Williams, Godwin; Özkan, Oktay - In: Journal of economics and finance : JEF 46 (2022) 3, pp. 507-521

Persistent link: https://www.econbiz.de/10013442205

The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets

Fałdziński, Marcin; Osińska, Magdalena - In: The journal of risk model validation 14 (2020) 3, pp. 1-27

Persistent link: https://www.econbiz.de/10014335988

Modelling uncertainty : a recursive VAR bootstrapping approach

Peng, Amy; Yang, Ling - In: Economics letters 99 (2008) 3, pp. 478-481

Persistent link: https://www.econbiz.de/10003726217

Estimating the risk of guaranteed products

Lewis, Nigel D.; Okunev, John - In: The journal of investing 17 (2008) 3, pp. 86-95

Persistent link: https://www.econbiz.de/10003786442

Quantifying risk and uncertainty in macroeconomic forecasts

Knüppel, Malte (contributor); … - 2007

This paper discusses methods to quantify risk and uncertainty in macroeconomic forecasts. Both, parametric and non-parametric procedures are developed. The former are based on a class of asymmetrically weighted normal distributions whereas the latter employ asymmetric bootstrap simulations. Both...