Pages that link to "Item:Q2439061"
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The following pages link to Subsampling the distribution of diverging statistics with applications to finance (Q2439061):
Displaying 9 items.
- Local indirect least squares and average marginal effects in nonseparable structural systems (Q738123) (← links)
- Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
- Rejoinder on: Subsampling weakly dependent time series and application to extremes (Q1761538) (← links)
- Extremal quantile treatment effects (Q1990599) (← links)
- Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
- A bootstrap method to test for the existence of finite moments (Q5299879) (← links)
- Conditional VAR and Expected Shortfall: A New Functional Approach (Q5864357) (← links)
- Comments on: Subsampling weakly dependent time series and application to extremes (Q5970332) (← links)
- Quasi-Bayesian Inference for Production Frontiers (Q6620951) (← links)
