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Three essays on financial econometrics
Yu, Jialin, (2005)
Quantile forecasting for credit risk management using possibly mis-specified hidden Markov models
Banachewicz, Konrad, (2007)
Marginal likelihood estimation with the cross-entropy method
Chan, Joshua, (2015)
Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions
Aknouche, Abdelhakim, (2013)
Implication of instability on econometric and financial time series modeling
Aknouche, Abdelhakim, (2012)