David Veredas

Available identifiers

Publication	Date of Publication	Type
Multivariate Hill Estimators	2023-11-10	Paper
https://portal.mardi4nfdi.de/entity/Q5149184	2021-02-06	Paper
Flexible multivariate Hill estimators	2020-06-18	Paper
Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models	2018-10-12	Paper
The method of simulated quantiles	2017-05-12	Paper
One-step R-estimation in linear models with stable errors	2017-05-12	Paper
Testing conditional asymmetry: a residual-based approach	2016-09-28	Paper
Market liquidity as dynamic factors	2016-08-12	Paper
Estimation of stable distributions by indirect inference	2016-08-10	Paper
Inference for vast dimensional elliptical distributions	2015-02-27	Paper
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures	2014-08-06	Paper
The stochastic conditional duration model: a latent variable model for the analysis of financial durations	2014-03-07	Paper
On sample marginal quantiles for stationary processes	2013-01-25	Paper
Optimal portfolios with end-of-period target	2012-03-14	Paper
One-step R-estimation in linear models with stable errors	2011-07-22	Paper
Indirect estimation of elliptical stable distributions	2010-03-30	Paper

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