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~subject:"Robust statistics"
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Finansų rinkų statistinis tyri...
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Robust statistics
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Recchia, Raffaella
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Scutellà, Maria Grazia
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1
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4OR : a quarterly journal of operations research
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Heterocedasticity robust panel unit root tests
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 112-135
Persistent link: https://www.econbiz.de/10010380473
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2
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
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3
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
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4
M-quantile estimation for
GARCH
models
Patrocinio, Patrick F.
;
Reisen, Valdério Anselmo
; …
- In:
Computational economics
63
(
2024
)
6
,
pp. 2175-2192
Persistent link: https://www.econbiz.de/10014636726
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5
GEL estimation for heavy-tailed
GARCH
models with robust empirical likelihood inference
Hill, Jonathan B.
;
Prokhorov, Artem
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 18-45
Persistent link: https://www.econbiz.de/10011591613
Saved in:
6
Robust portfolio asset allocation and risk measures
Scutellà, Maria Grazia
;
Recchia, Raffaella
- In:
4OR : a quarterly journal of operations research
8
(
2010
)
2
,
pp. 113-139
Persistent link: https://www.econbiz.de/10003975803
Saved in:
7
Robust portfolio asset allocation and risk measures
Scutellà, Maria Grazia
;
Recchia, Raffaella
- In:
Surveys in operations research llI (invited surveys …
,
(pp. 145-169)
.
2013
Persistent link: https://www.econbiz.de/10009728245
Saved in:
8
Wasserstein robust classification with fairness constraints
Wang, Yijie
;
Viet Anh Nguyen
;
Hanasusanto, Grani A.
- In:
Manufacturing & service operations management : M & SOM
26
(
2024
)
4
,
pp. 1567-1585
Persistent link: https://www.econbiz.de/10014634482
Saved in:
9
Robust linear algebra
Bertsimas, Dimitris
;
Koukouvinos, Thodoris
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1174-1184
Persistent link: https://www.econbiz.de/10014456944
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