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Journal of business & economic statistics
1
Backtesting parametric value-at-risk with estimation risk:
, In:Exemplare: Zentrale;
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Journal of the American Statistical Association / ed. W. Allen Wallis
2
Goodness-of-fit tests for linear and nonlinear time series ..:
, In:Exemplare: Zentrale;
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Management science
3
Backtesting expected shortfall
, In:accounting for tail risk
Exemplare: Zentrale;
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Journal of business & economic statistics
4
Semiparametric estimation of risk-return relationships:
, In:Exemplare: Zentrale;
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Journal of business & economic statistics
5
Conditional stochastic dominance testing:
, In:Exemplare: Zentrale;
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Journal of business & economic statistics
6
Automatic specification testing for vector autoregressions ..:
, In:Exemplare: Zentrale;