//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
ON THE LACK OF POWER OF OMNIBU...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Statistical test
6
Statistischer Test
6
Estimation theory
3
Schätztheorie
3
Time series analysis
3
Zeitreihenanalyse
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Conditional quantiles
2
Empirical processes
2
Heteroscedasticity
2
Heteroskedastizität
2
Modellierung
2
Nonlinear time series
2
Omnibus tests
2
Quantile processes
2
Risikomaß
2
Risk measure
2
Scientific modelling
2
Subsampling
2
Tail risk
2
Theorie
2
Theory
2
Value-at-risk
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Basel Accord
1
Basler Akkord
1
Correlation
1
Estimation
1
Korrelation
1
Martingal
1
Martingale
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Regression analysis
1
more ...
less ...
Online availability
All
Undetermined
8
Free
5
Type of publication
All
Article
25
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
Undetermined
18
English
12
Author
All
Escanciano, J. Carlos
25
Velasco, Carlos
6
Carlos Escanciano, J.
5
Olmo, Jose
4
Delgado, Miguel A.
3
Lobato, Ignacio N.
3
Institution
All
HAL
2
Center for Applied Economics and Policy Research (CAEPR), Department of Economics
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Published in...
All
Journal of econometrics
8
Econometric theory
4
Journal of Econometrics
4
Econometric Theory
2
Post-Print / HAL
2
CAEPR working papers
1
Caepr Working Papers
1
Computational Statistics & Data Analysis
1
Journal of Business & Economic Statistics
1
Journal of Financial Econometrics
1
Journal of Multivariate Analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association
1
Statistics and Econometrics Working Papers
1
more ...
less ...
Source
All
RePEc
15
ECONIS (ZBW)
10
OLC EcoSci
5
Showing
21
-
30
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Backtesting parametric value-at-risk with estimation risk
Escanciano, J. Carlos
;
Olmo, Jose
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 36-51
Persistent link: https://www.econbiz.de/10003992793
Saved in:
22
Robust backtesting tests for value-at-risk models
Escanciano, J. Carlos
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 132-161
Persistent link: https://www.econbiz.de/10009125151
Saved in:
23
Generalized spectral tests for the martingale difference hypothesis
Escanciano, J. Carlos
;
Velasco, Carlos
- In:
Journal of econometrics
134
(
2006
)
1
,
pp. 151-185
Persistent link: https://www.econbiz.de/10003368420
Saved in:
24
An automatic Portmanteau test for serial correlation
Escanciano, J. Carlos
;
Lobato, Ignacio N.
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 140-149
Persistent link: https://www.econbiz.de/10003877949
Saved in:
25
Nonparametric tests for conditional symmetry in dynamic models
Delgado, Miguel A.
;
Escanciano, J. Carlos
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 652-682
Persistent link: https://www.econbiz.de/10003571335
Saved in:
26
Joint and marginal specification tests for conditional mean and variance models
Carlos Escanciano, J.
- In:
Journal of Econometrics
143
(
2008
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10005052826
Saved in:
27
Nonparametric tests for conditional symmetry in dynamic models
Delgado, Miguel A.
;
Carlos Escanciano, J.
- In:
Journal of Econometrics
141
(
2007
)
2
,
pp. 652-682
Persistent link: https://www.econbiz.de/10005285556
Saved in:
28
Joint and marginal specification tests for conditional mean and variance models
Carlos Escanciano, J.
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10007899830
Saved in:
29
Nonparametric tests for conditional symmetry in dynamic models
Delgado, Miguel A.
;
Carlos Escanciano, J.
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 652-682
Persistent link: https://www.econbiz.de/10007859774
Saved in:
30
Joint and marginal specification tests for conditional mean and variance models
Carlos Escanciano, J.
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 74-88
Persistent link: https://www.econbiz.de/10008881149
Saved in:
First
Prev
1
2
3
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->