Pages that link to "Item:Q2227065"
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The following pages link to Volatility regressions with fat tails (Q2227065):
Displaying 6 items.
- Fat tails, VaR and subadditivity (Q528149) (← links)
- Editors' introduction. Special issue in honor of Jean-Marie Dufour on identification, inference, and causality (Q2227045) (← links)
- Tail behavior and OLS estimation in AR-GARCH models (Q3094081) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
- On uniform confidence intervals for the tail index and the extreme quantile (Q6664639) (← links)
- New robust inference for predictive regressions (Q6667297) (← links)