David Veredas

zbMath Openveredas.davidMaRDI QIDQ310967

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
Multivariate Hill Estimators International Statistical Review	2023-11-10	Paper
scientific article; zbMATH DE number 7307119 (Why is no real title available?)	2021-02-06	Paper
Flexible multivariate Hill estimators Journal of Econometrics	2020-06-18	Paper
Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models Journal of Forecasting	2018-10-12	Paper
The method of simulated quantiles Journal of Econometrics	2017-05-12	Paper
One-step R-estimation in linear models with stable errors Journal of Econometrics	2017-05-12	Paper
Testing conditional asymmetry: a residual-based approach Journal of Economic Dynamics and Control	2016-09-28	Paper
Market liquidity as dynamic factors Journal of Econometrics	2016-08-12	Paper
Estimation of stable distributions by indirect inference Journal of Econometrics	2016-08-10	Paper
Inference for vast dimensional elliptical distributions Computational Statistics	2015-02-27	Paper
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures Journal of Econometrics	2014-08-06	Paper
The stochastic conditional duration model: a latent variable model for the analysis of financial durations Journal of Econometrics	2014-03-07	Paper
On sample marginal quantiles for stationary processes Statistics \& Probability Letters	2013-01-25	Paper
Optimal portfolios with end-of-period target Advances in Decision Sciences	2012-03-14	Paper
Rank-based testing in linear models with stable errors Journal of Nonparametric Statistics	2011-07-22	Paper
Indirect estimation of elliptical stable distributions Computational Statistics and Data Analysis	2010-03-30	Paper

Research outcomes over time

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