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A simple out-of-sample test for the martingale difference hypothesis
Pincheira, Pablo, (2013)
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut, (2014)
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut, (2021)
Testing theories with learnable and predictive representations
Najjar, Nabil I. al-, (2010)
A Bayesian model of knightian uncertainty
Najjar, Nabil I. al-, (2013)