Pages that link to "Item:Q2950552"
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The following pages link to Uncertainty Analysis in Econometrics with Applications (Q2950552):
Displayed 11 items.
- On the State of the Art of Info-metrics (Q2950553) (← links)
- A Test for Strict Stationarity (Q2950555) (← links)
- Statistical Inference from Ill-known Data Using Belief Functions (Q2950556) (← links)
- Brief Introduction to Probabilistic Compositional Models (Q2950557) (← links)
- Some Aspects of Information Theory in Gambling and Economics (Q2950558) (← links)
- Why Clayton and Gumbel Copulas: A Symmetry-Based Explanation (Q2950559) (← links)
- Size Distortion in the Analysis of Volatility and Covolatility Effects (Q2950560) (← links)
- Maximum Entropy Test for Autoregressive Models (Q2950561) (← links)
- Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
- A Bayesian Perspective on Mixed GARCH Models with Jumps (Q2950563) (← links)
- Risk Measures and Asset Pricing Models with New Versions of Wang Transform (Q2950564) (← links)