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!

PublicationDate of PublicationType
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier
Annals of Operations Research
2018-10-31Paper
Graphical methods for investigating the finite-sample properties of confidence regions
Computational Statistics and Data Analysis
2010-04-06Paper
Long memory and hysteresis2010-02-05Paper
Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models
Computational Statistics and Data Analysis
2009-05-29Paper
Neural Tests for Conditional Heteroskedasticity in ARCH-M Models
Studies in Nonlinear Dynamics & Econometrics
2006-01-27Paper
Bilateral bootstrap tests for long memory: an application to the Silver market
Computational Economics
2003-12-18Paper


Research outcomes over time


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