Daniel R. Smith
From MaRDI portal
Person:3117729
Available identifiers
zbMath Open smith.daniel-rMaRDI QIDQ3117729
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| The Distribution of the Sample Minimum-Variance Frontier | 2012-02-29 | Paper |
| Evaluating Value-at-Risk Models via Quantile Regression | 2011-04-13 | Paper |
| Asymmetry in Stochastic Volatility Models: Threshold or Correlation? | 2010-07-02 | Paper |
| Evaluating Specification Tests for Markov-Switching Time-Series Models | 2010-04-22 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Daniel R. Smith
