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Uniform distance between the distribution function of Hill's estimator and the normal distribution function
Cheng, Shihong; Haan, Laurens de; Huang, Xin - 1993
Persistent link: https://www.econbiz.de/10000893853
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Test on association of random variables in the domain of attraction of multivariate stable law
Račev, Svetlozar T.; Huang, Xin - 1991
Persistent link: https://www.econbiz.de/10000842026
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A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben; Bollerslev, Tim; Huang, Xin - In: Journal of econometrics 160 (2011) 1, pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
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Best attainable rates of convergence for estimates of the stable tail dependence function
Drees, Holger; Huang, Xin - 1996
Persistent link: https://www.econbiz.de/10000939218
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Rate of convergence of intermediate order statistics
Cheng, Shihong - 1995
Persistent link: https://www.econbiz.de/10000910500
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A model sufficiency test using permutation entropy
Huang, Xin; Shang, Han Lin; Pitt, David C. - In: Journal of forecasting 41 (2022) 5, pp. 1017-1036
Persistent link: https://www.econbiz.de/10013287897
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Statistics of bivariate extreme values
Huang, Xin - 1992
Persistent link: https://www.econbiz.de/10000845916