Pages that link to "Item:Q1996776"

The following pages link to Inference for conditional value-at-risk of a predictive regression (Q1996776):

Displaying 13 items.

• Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198) (← links)
• The risk inflation criterion for multiple regression (Q1896246) (← links)
• Risk analysis with categorical explanatory variables (Q2306107) (← links)
• Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
• On the \(L_p\)-norm regression models for estimating value-at-risk (Q2832185) (← links)
• Empirical likelihood intervals for conditional value-at-risk in heteroscedastic regression models (Q2911698) (← links)
• Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics (Q3144391) (← links)
• TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL (Q5081790) (← links)
• Conditional Risk Mappings (Q5387996) (← links)
• Nonparametric tests for market timing ability using daily mutual fund returns (Q6109940) (← links)
• Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference (Q6185132) (← links)
• Test for Market Timing Using Daily Fund Returns (Q6586898) (← links)
• Risk Analysis via Generalized Pareto Distributions (Q6620908) (← links)