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~isPartOf:"Economics letters"
~person:"Anatolyev, Stanislav"
~person:"Krämer, Walter"
~person:"Shaffer, Sherrill"
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Anatolyev, Stanislav
Krämer, Walter
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ECONIS (ZBW)
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1
Structuring an option to facilitate replication with transaction costs
Shaffer, Sherrill
- In:
Economics letters
31
(
1989
)
2
,
pp. 183-187
Persistent link: https://www.econbiz.de/10001078154
Saved in:
2
Mallows criterion for heteroskedastic linear regressions with many regressors
Anatolyev, Stanislav
- In:
Economics letters
203
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607362
Saved in:
3
Skill Scores and modified Lorenz domination in default forecasts
Krämer, Walter
;
Neumärker, Simon
- In:
Economics letters
181
(
2019
),
pp. 61-64
Persistent link: https://www.econbiz.de/10012121880
Saved in:
4
Almost unbiased variance estimation in linear regressions with many covariates
Anatolyev, Stanislav
- In:
Economics letters
169
(
2018
),
pp. 20-23
Persistent link: https://www.econbiz.de/10012019507
Saved in:
5
Comparing the accuracy of default predictions in the rating industry for different sets of obligors
Krämer, Walter
;
Neumärker, Simon
- In:
Economics letters
145
(
2016
),
pp. 48-51
Persistent link: https://www.econbiz.de/10011618170
Saved in:
6
Missing mean does no harm to volatility!
Anatolyev, Stanislav
;
Tarasyuk, Irina
- In:
Economics letters
134
(
2015
),
pp. 62-64
Persistent link: https://www.econbiz.de/10011432253
Saved in:
7
A simple and focused backtest of value at risk
Krämer, Walter
;
Wied, Dominik
- In:
Economics letters
137
(
2015
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
Saved in:
8
An algorithm for constructing high dimensional distributions from distributions of lower dimension
Anatolyev, Stanislav
;
Khabibullin, Renat
;
Prokhorov, Artem
- In:
Economics letters
123
(
2014
)
3
,
pp. 257-261
Persistent link: https://www.econbiz.de/10010400222
Saved in:
9
Spurious persistence in stochastic volatility
Messow, Philip
;
Krämer, Walter
- In:
Economics letters
121
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
Saved in:
10
Asymptotic variance under many instruments : numerical computations
Abutaliev, Albert
;
Anatolyev, Stanislav
- In:
Economics letters
118
(
2013
)
2
,
pp. 272-274
Persistent link: https://www.econbiz.de/10009706794
Saved in:
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