The following pages link to J. Huston McCulloch (Q169917):
Displaying 14 items.
- Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions (Q528145) (← links)
- Precise tabulation of the maximally-skewed stable distributions and densities (Q673281) (← links)
- Asset pricing with incomplete information and fat tails (Q1042357) (← links)
- (Q1600529) (redirect page) (← links)
- Estimation of stable spectral measures (Q1600530) (← links)
- Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors (Q1659160) (← links)
- Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns (Q1853201) (← links)
- Simple consistent estimators of stable distribution parameters (Q3753263) (← links)
- (Q4247112) (← links)
- (Q4247118) (← links)
- (Q4247119) (← links)
- Testing for persistence in stock returns with GARCH-stable shocks (Q4610232) (← links)
- On the Parametrization of the Afocal Stable Distributions (Q4896099) (← links)
- Estimation of the bivariate stable spectral representation by the projection method (Q5929102) (← links)
