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

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-Q221859
@@ Property / author: Q221859 / rank @@
-Normal rank
@@ Property / author @@
-Allan G. Timmermann
@@ Property / author: Allan G. Timmermann / rank @@
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@@ Property / author @@
+Allan G. Timmermann
@@ Property / author: Allan G. Timmermann / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3123373690
@@ Property / OpenAlex ID: W3123373690 / rank @@
+Normal rank
@@ Property / cites work @@
+Strategic asset allocation
@@ Property / cites work: Strategic asset allocation / rank @@
+Normal rank
@@ Property / cites work @@
+Non-Linear Value-at-Risk *
@@ Property / cites work: Non-Linear Value-at-Risk * / rank @@
+Normal rank
@@ Property / cites work @@
+Alternative models for stock price dynamics.
@@ Property / cites work: Alternative models for stock price dynamics. / rank @@
+Normal rank
@@ Property / cites work @@
+Q5388117
@@ Property / cites work: Q5388117 / rank @@
+Normal rank
@@ Property / cites work @@
+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Rational transfer function approximation (with discussion)
+Normal rank
@@ Property / cites work @@
+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Information criteria for selecting possibly misspecified parametric models
+Normal rank
@@ Property / cites work @@
+Moments of Markov switching models
@@ Property / cites work: Moments of Markov switching models / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:292020