Daniel R. Smith
From MaRDI portal
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 |
|---|---|---|
| The distribution of the sample minimum-variance frontier Management Science | 2012-02-29 | Paper |
| Evaluating value-at-risk models via quantile regression Journal of Business and Economic Statistics | 2011-04-13 | Paper |
| Asymmetry in stochastic volatility models: threshold or correlation? Studies in Nonlinear Dynamics & Econometrics | 2010-07-02 | Paper |
| Evaluating specification tests for Markov-switching time-series models Journal of Time Series Analysis | 2010-04-22 | Paper |
Research outcomes over time
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