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CSDA
2010
74views more  CSDA 2010»
13 years 5 months ago
Real time detection of structural breaks in GARCH models
Zhongfang He, John M. Maheu
CSDA
2010
79views more  CSDA 2010»
13 years 5 months ago
Globally robust confidence intervals for simple linear regression
Jorge Adrover, Matias Salibian-Barrera
CSDA
2010
60views more  CSDA 2010»
13 years 5 months ago
Efficient estimation of a semiparametric dynamic copula model
Christian M. Hafner, Olga Reznikova