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The Hill estimator in financial risk assessment and an application to extremal exchange rate risk
Wagner, Niklas F. - In: Financial risk and financial risk management, (pp. 173-187). 2002
Persistent link: https://www.econbiz.de/10001755640
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Efficient estimation of dynamical systems
Iacus, Stefano Maria - 1999
Persistent link: https://www.econbiz.de/10001446037
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Prediction inference for time series
DeLuna, Xavier - 1999
Persistent link: https://www.econbiz.de/10001446543
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How to incorporate estimation risk into Markowitz optimization
Kempf, Alexander; Kreuzberg, Klaus; Memmel, Christoph - In: Operations research proceedings 2001 : selected papers …, (pp. 175-182). 2002
Persistent link: https://www.econbiz.de/10001677508
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Some crude approximation, calibration and estimation procedures for NIG-variates
Lillestöl, Jostein - 2002
Persistent link: https://www.econbiz.de/10001730427
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Nonparametric estimation of copulas for time series
Fermanian, Jean-David; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001732499
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Efficient estimation of dynamical systems
Iacus, Stefano Maria (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 4, pp. 213-226
Persistent link: https://www.econbiz.de/10001773144
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A generalized method for detecting abnormal returns and changes in systematic risk
Cyree, Ken B.; DeGennaro, Ramon P. - 2001
Persistent link: https://www.econbiz.de/10001591144
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Econometric testing for risk averse behaviour in agriculture
Myers, Robert J. - In: Applied economics 21 (1989) 4, pp. 541-552
Persistent link: https://www.econbiz.de/10001070459
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Specification tests for the competing risks duration model : an application to unemployment duration and sectoral movement
Pudney, Stephen E. - In: Oxford bulletin of economics and statistics 57 (1995) 3, pp. 323-347
Persistent link: https://www.econbiz.de/10001183776