Pages that link to "Item:Q1996776"
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The following pages link to Inference for conditional value-at-risk of a predictive regression (Q1996776):
Displaying 5 items.
- TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL (Q5081790) (← links)
- Nonparametric tests for market timing ability using daily mutual fund returns (Q6109940) (← links)
- Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference (Q6185132) (← links)
- Test for Market Timing Using Daily Fund Returns (Q6586898) (← links)
- Risk Analysis via Generalized Pareto Distributions (Q6620908) (← links)