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USA
Theorie
124
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120
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97
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94
Nichtparametrisches Verfahren
35
Statistischer Test
34
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32
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30
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29
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27
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English
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White, Halbert
15
Hornik, Kurt
5
Leisch, Friedrich
5
Timmermann, Allan
5
Kleiber, Christian
4
Sullivan, Ryan
4
Zeileis, Achim
4
Kim, Tae-hwan
2
Swanson, Norman R.
2
Chalak, Karim
1
Chu, Chia-shang James
1
Giacomini, Raffaella
1
Gottschling, Andreas
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Discussion paper / Department of Economics, University of California San Diego
3
Discussion paper series / LSE Financial Markets Group
2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
The journal of finance : the journal of the American Finance Association
2
Adaptive information systems and modelling in economics and management science
1
Boston College working papers in economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic theory, econometrics and mathematical economics series
1
Finance research letters
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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The review of economics and statistics
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ECONIS (ZBW)
19
EconStor
1
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Asymptotic theory for econometricians
White, Halbert
-
2001
-
Rev. ed.
Persistent link: https://www.econbiz.de/10001499955
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2
On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118385
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3
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
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4
Do managers intentionally use repurchase tender offers to signal private information? : Evidence from firm financial reporting behavior
Louis, Henock
;
White, Halbert
- In:
Journal of financial economics
85
(
2007
)
1
,
pp. 205-233
Persistent link: https://www.econbiz.de/10003485190
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5
Independence and conditional independence in causal systems
Chalak, Karim
;
White, Halbert
-
2008
Persistent link: https://www.econbiz.de/10003839694
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6
Can mutual fund "stars" really pick stocks? : new evidence from a bootstrap analysis
Kosowski, Robert L.
;
Timmermann, Allan
;
Wermers, Russ
; …
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2551-2596
Persistent link: https://www.econbiz.de/10003398481
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7
Hypernormal densities
Giacomini, Raffaella
;
Gottschling, Andreas
;
Häfke, …
-
2002
Persistent link: https://www.econbiz.de/10001711395
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8
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1647-1691
Persistent link: https://www.econbiz.de/10001430863
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9
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Swanson, Norman R.
- In:
International journal of forecasting
13
(
1997
)
4
,
pp. 439-461
Persistent link: https://www.econbiz.de/10001240454
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10
High breakdown point conditional dispersion estimation with application to S&P 500 daily returns to volatility
Sakata, Shinichi
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 529-567
Persistent link: https://www.econbiz.de/10001240761
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