Pages that link to "Item:Q113794"
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The following pages link to Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (Q113794):
Displaying 14 items.
- Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation (Q5241945) (← links)
- Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies (Q5378528) (← links)
- MARKET TIMING IN PARAMETRIC PORTFOLIO POLICIES (Q5866976) (← links)
- A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
- Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity (Q6067780) (← links)
- Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies (Q6089408) (← links)
- Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’ (Q6112770) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
- Optimal performance of a tontine overlay subject to withdrawal constraints (Q6494324) (← links)
- The nexus between black and digital gold: evidence from US markets (Q6547058) (← links)
- Clustering of extreme values: estimation and application (Q6549698) (← links)
- Capturing measurement error bias in volatility forecasting by realized GARCH models (Q6613594) (← links)
- Multiple measures realized GARCH models (Q6614836) (← links)
