Zobrazeno 1 - 10
of 964
pro vyhledávání: '"Confidence set"'
Publikováno v:
Financial Innovation, Vol 10, Iss 1, Pp 1-28 (2024)
Abstract This study introduces the dynamic Gerber model (DGC) and evaluates its performance in the prediction of Value at Risk (VaR) and Expected Shortfall (ES) compared to alternative parametric, non-parametric and semi-parametric methods for estima
Externí odkaz:
https://doaj.org/article/0b990ceaa708439480ac0e3c5554d2f7
Publikováno v:
In Journal of Economic Behavior and Organization December 2024 228
Publikováno v:
In Finance Research Letters November 2024 69 Part A
Autor:
Zhang, Yu, Zhao, Mengxiang ⁎
Publikováno v:
In Finance Research Letters September 2024 67 Part A
Publikováno v:
In Journal of Empirical Finance September 2024 78
Publikováno v:
Mathematics, Vol 12, Iss 17, p 2723 (2024)
This paper addresses the problem of making inferences about a common mean vector from several independent multivariate normal populations with unknown and unequal dispersion matrices. We propose an unbiased estimator of the common mean vector, along
Externí odkaz:
https://doaj.org/article/6430230a5c06418b8bb69f3bc6784693
Publikováno v:
In Automatica November 2023 157
Identification-robust Inference for Endogeneity Parameters in Models with an Incomplete Reduced Form
Autor:
Dufour, Jean-Marie, Nguyen, Vinh
Publikováno v:
Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
Publikováno v:
In International Journal of Forecasting January-March 2023 39(1):314-331