Term structure of risk under alternative econometric specifications (Q292020): Difference between revisions

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+Strategic asset allocation
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+Non-Linear Value-at-Risk *
@@ Property / cites work: Non-Linear Value-at-Risk * / rank @@
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+Alternative models for stock price dynamics.
@@ Property / cites work: Alternative models for stock price dynamics. / rank @@
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+Q5388117
@@ Property / cites work: Q5388117 / rank @@
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+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
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+Rational transfer function approximation (with discussion)
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+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
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+Information criteria for selecting possibly misspecified parametric models
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+Moments of Markov switching models
@@ Property / cites work: Moments of Markov switching models / rank @@
+Normal rank