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csda 2010
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Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy
13 years 5 months ago
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Albert Vexler, Gregory Gurevich
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Modeling tick-by-tick realized correlations
13 years 5 months ago
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Francesco Audrino, Fulvio Corsi
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Order selection tests with multiply imputed data
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Fabrizio Consentino, Gerda Claeskens
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Tobit model with covariate dependent thresholds
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Yasuhiro Omori, Koji Miyawaki
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Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis
13 years 2 months ago
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E. Rossi, F. Spazzini
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