Narrow search
Showing 1 - 10 of 674
Cover Image
Estimation of stable distributions by indirect inference
Garcia, René; Renault, Eric; Veredas, David - In: Journal of econometrics 161 (2011) 2, pp. 325-337
Persistent link: https://www.econbiz.de/10009242117
Cover Image
Estimation of stable distributions by indirect inference
Garcia, René (contributor); Renault, Eric (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003402433
Cover Image
Estimation of Stable Distributions by Indirect Inference
Garcia, René - 2009
This article deals with the estimation of the parameters of an a-stable distribution with indirect inference, using the skewed-t distribution as an auxiliary model. The latter distribution appears as a good candidate since it has the same number of parameters as the a-stable distribution, with...
Persistent link: https://www.econbiz.de/10012721744
Cover Image
Estimation of stable distributions by indirect inference
Garcia, René; Renault, Eric; Veredas, David - In: Journal of econometrics 161 (2011) 2, pp. 325-338
Persistent link: https://www.econbiz.de/10008877460
Cover Image
Estimation of stable distributions by indirect inference
GARCIA, René; RENAULT, Eric; VEREDAS, David - Center for Operations Research and Econometrics (CORE), … - 2006
This article deals with the estimation of the parameters of an -stable distribution by the indirect inference method with the skewed-t distribution as an auxiliary model. The latter distribution appears as a good candidate for an auxiliary model since it has the same number of parameters as the...
Persistent link: https://www.econbiz.de/10005008171
Cover Image
Editorial: Latest developments on heavy-tailed distributions
Paolella, Marc S.; Renault, Eric; Samorodnitsky, Gennady; … - In: Journal of econometrics 172 (2013) 2, pp. 183-185
Persistent link: https://www.econbiz.de/10009706211
Cover Image
Issue of the annals of econometrics on indirect estimation methods in finance and economics
Halbleib, Roxana; Kristensen, Dennis; Renault, Eric; … - In: Journal of econometrics 205 (2018) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10012110222
Cover Image
Indirect estimation methods in finance and economics
Halbleib, Roxana (ed.); Kristensen, Dennis (ed.);  … - 2018
Persistent link: https://www.econbiz.de/10012110228
Cover Image
Latest developments in heavy-tailed distributions
Veredas, David; Paolella, Marc; Renault, Eric; … - Solvay Brussels School of Economics and Management, … - 2013
Persistent link: https://www.econbiz.de/10011011519
Cover Image
Latest developments on heavy-tailed distributions
Paolella, Marc; Renault, Eric; Samorodnitsky, Gennady; … - In: Journal of econometrics 172 (2013) 2, pp. 183-185
Persistent link: https://www.econbiz.de/10010063346