Christian de Peretti
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier Annals of Operations Research | 2018-10-31 | Paper |
| Graphical methods for investigating the finite-sample properties of confidence regions Computational Statistics and Data Analysis | 2010-04-06 | Paper |
| Long memory and hysteresis | 2010-02-05 | Paper |
| Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models Computational Statistics and Data Analysis | 2009-05-29 | Paper |
| Neural Tests for Conditional Heteroskedasticity in ARCH-M Models Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
| Bilateral bootstrap tests for long memory: an application to the Silver market Computational Economics | 2003-12-18 | Paper |
Research outcomes over time
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