RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS (Q4979935): Difference between revisions

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+Quantile Autoregression
@@ Property / cites work: Quantile Autoregression / rank @@
+Normal rank
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+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
+Normal rank
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+Q3580539
@@ Property / cites work: Q3580539 / rank @@
+Normal rank
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+Limiting distributions of linear programming estimators
+Normal rank
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+Prospect Theory: An Analysis of Decision under Risk
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+TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
@@ Property / cites work: TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES / rank @@
+Normal rank
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
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+Q4348180
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+Normal rank
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+More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
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+Extremal quantile regression
@@ Property / cites work: Extremal quantile regression / rank @@
+Normal rank
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+Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models
+Normal rank
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+Thirty-five years of Journal of Econometrics
@@ Property / cites work: Thirty-five years of Journal of Econometrics / rank @@
+Normal rank
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+Nonparametric estimation of conditional VaR and expected shortfall
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+Advances in prospect theory: cumulative representation of uncertainty
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+Blockwise bootstrapped empirical process for stationary sequences
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+Testing for parameter stability in quantile regression models
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+Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
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+Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
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+Adaptive \(L\)-estimation for linear models
@@ Property / cites work: Adaptive \(L\)-estimation for linear models / rank @@
+Normal rank
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+A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
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+The jackknife and the bootstrap for general stationary observations
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+Regression quantiles and related processes under long range dependent errors
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