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    CSDA
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    Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy
    15 years 20 days ago
    Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy
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    Albert Vexler, Gregory Gurevich
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    CSDA
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    Modeling tick-by-tick realized correlations
    15 years 20 days ago
    Modeling tick-by-tick realized correlations
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    Francesco Audrino, Fulvio Corsi
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    CSDA
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    Order selection tests with multiply imputed data
    15 years 20 days ago
    Order selection tests with multiply imputed data
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    Fabrizio Consentino, Gerda Claeskens
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    CSDA
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    Tobit model with covariate dependent thresholds
    15 years 20 days ago
    Tobit model with covariate dependent thresholds
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    Yasuhiro Omori, Koji Miyawaki
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    CSDA
    2010
    78views more  CSDA 2010»
    Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis
    14 years 10 months ago
    Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis
    Download  mpra.ub.uni-muenchen.de
    E. Rossi, F. Spazzini
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