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Bootstrap tests : how many bootstraps?
Davidson, Russell (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10003780920
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An exploratory study of the influence that compromise the sun protection of young adults
Calder, Ngaia; Aitken, Robert - In: International journal of consumer studies 32 (2008) 6, pp. 579-587
Persistent link: https://www.econbiz.de/10003781869
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Asymptotics and consistent bootstraps for DEA estimators in nonparametric frontier models
Kneip, Alois; Simar, Léopold; Wilson, Paul W. - In: Econometric theory 24 (2008) 6, pp. 1663-1697
Persistent link: https://www.econbiz.de/10003771891
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Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan - In: Econometric theory 24 (2008) 6, pp. 1699-1716
Persistent link: https://www.econbiz.de/10003771892
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Leveraged carry trade portfolios
Darvas, Zsolt M. (contributor) - 2008
Studying all possible pairs of eleven major currencies and eleven portfolios in 1976-2008 we show that, when there is no leverage, carry trade is significantly profitable for most currency pairs and portfolios. Positive returns do not diminish in time providing a strong case against the...
Persistent link: https://www.econbiz.de/10003774170
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Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
Corradi, Valentina; Iglesias, Emma M. - In: Journal of econometrics 144 (2008) 2, pp. 500-510
Persistent link: https://www.econbiz.de/10003774696
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FEAR : a software package for frontier efficiency analysis with R
Wilson, Paul W. - In: Socio-economic planning sciences : the international … 42 (2008) 4, pp. 247-254
Persistent link: https://www.econbiz.de/10003774817
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Empirical likelihood for value-at-risk and expected shortfall
Baysal, Rafet Evren; Staum, Jeremy - In: Journal of risk 11 (2008/09) 1, pp. 3-32
Persistent link: https://www.econbiz.de/10003775644
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Robust performance hypothesis testing with the Sharpe ratio
Ledoit, Olivier; Wolf, Michael - In: Journal of empirical finance 15 (2008) 5, pp. 850-859
Persistent link: https://www.econbiz.de/10003776371
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Technical efficiency of thermoelectric power plants
Barros, Carlos Pestana; Peypoch, Nicolas - In: Energy economics 30 (2008) 6, pp. 3118-3127
Persistent link: https://www.econbiz.de/10003776597