Escanciano, Juan Carlos
6  Ergebnisse:
Personensuche X
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1

Semiparametric estimation of risk-return relationships:

, In: Journal of business & economic statistics
Exemplare: Zentrale;
 
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2

Backtesting expected shortfall 

, In: Management science
accounting for tail risk 
Du, Zaichao ; Escanciano, Juan Carlos. (2017)  4 - p. 940-958
Exemplare: Zentrale;
 
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3

Conditional stochastic dominance testing:

, In: Journal of business & economic statistics
Delgado, Miguel A.. (2013)  1 - p. 16-28
Exemplare: Zentrale;
 
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4

Automatic specification testing for vector autoregressions ..:

, In: Journal of business & economic statistics
Escanciano, Juan Carlos. (2013)  4 - p. 426-437
Exemplare: Zentrale;
 
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5

Backtesting parametric value-at-risk with estimation risk:

, In: Journal of business & economic statistics
Escanciano, J. Carlos. (2010)  1 - p. 36-51
Exemplare: Zentrale;
 
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6

Goodness-of-fit tests for linear and nonlinear time series ..:

, In: Journal of the American Statistical Association / ed. W. Allen Wallis
Escanciano, Carlos. (2006)  - p. 530-541
Exemplare: Zentrale;
 
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