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A quantile regression neural network approach to estimating the conditional density of multiperiod returns
Taylor, James W., (2000)
Regression over timescale decompositions : a sampling analysis of distributional properties
Ramsey, James B., (1999)
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G., (1999)
On the sensitivity of the restricted least squares estimators to covariance misspecification
Wan, Alan T. K., (2007)
The non-optimality of interval restricted and pre-test estimators under squared error loss
Wan, Alan T. K., (1993)
The exact density and distribution functions of the inquality constrained and pre-test estimators
Wan, Alan T. K., (1995)