Ich stimme zu, dass diese Seite Cookies verwende. Weitere Informationen finden Sie unter unseren Datenschutzerklärungen .
X
Kim, Aaron Taehwan
5  Ergebnisse:
E-Books X
Personensuche X
?
1

VAR for VaR: measuring tail dependence using multivariate r.. 

Working Paper Series, 1814/2015
White, Halbert ; Tae-Hwan, Kim ; Manganelli, Simone. , 2015
Link: http://dx.publications.e..
 
?
2

VAR for VaR 

measuring tail dependence using multivariate regression qua...  Working paper series / European Central Bank ; 1814
White, Halbert , 2015
Link: http://www.ecb.europa.eu..
 
?
3

Modeling autoregressive conditional skewness and kurtosis w.. 

Working paper series / European Central Bank ; 957
White, Halbert , 2008
Link: http://www.ecb.int/pub/p..
 
?
4

Two-stage Huber estimation 

Working papers / Instituto Valenciano de Investigaciones Económicas, Serie AD ; 2005,17
Kim, Tae-hwan ; Muller, Christophe - 1. ed. . , Apr. 2005
Link: http://www.ivie.es/downl..
 
?
5

Two-stage quantile regression when the first stage is based.. 

Working papers / Instituto Valenciano de Investigaciones Económicas, Serie AD ; 2004,03
Kim, Tae-hwan ; Muller, Christophe - [Elektronische Ressource], 1. ed. . , Jan. 2004
Link: http://www.ivie.es/downl..
 
1-5