Relevant moment selection under mixed identification strength
Year of publication: |
2024
|
---|---|
Authors: | Dovonon, Prosper ; Doko Tchatoka, Firmin ; Aguessy, Michael |
Subject: | Theorie | Theory | Momentenmethode | Method of moments |
-
Entropic latent variable integration via simulation
Schennach, Susanne M., (2013)
-
Estimating quantile families of loss distributions for non-life insurance modelling via L-moments
Peters, Gareth, (2016)
-
Taylor, Nicholas, (2017)
- More ...
-
Dovonon, Prosper, (2008)
-
Bootstrapping realized multivariate volatility measures
Dovonon, Prosper, (2010)
-
Conditionally heteroskedastic factor models with skewness and leverage effects
Dovonon, Prosper, (2008)
- More ...