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2
VAR for VaR
measuring tail dependence using multivariate regression qua...
Working paper series / European Central Bank ; 1814
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3
Modeling autoregressive conditional skewness and kurtosis w..
Working paper series / European Central Bank ; 957
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4
Two-stage Huber estimation
Working papers / Instituto Valenciano de Investigaciones Económicas, Serie AD ; 2005,17
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5
Two-stage quantile regression when the first stage is based..
Working papers / Instituto Valenciano de Investigaciones Económicas, Serie AD ; 2004,03