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Annals of economics and statistics
Série des documents de travail / Centre de Recherche en Économie et Statistique
42
Research paper series / Swiss Finance Institute
41
Journal of econometrics
31
Swiss Finance Institute Research Paper
29
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
26
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25
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Econometric theory
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ULB Institutional Repository
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FAME research paper series
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Swiss Finance Institute Research Paper Series
15
CORE Discussion Papers RP
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
12
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
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CORE discussion paper : DP
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Journal of Econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Arbeitspapiere
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Finance and stochastics
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International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Documents de travail / THEMA
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Economics Papers from University Paris Dauphine
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FINRISK Working Paper Series
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Finance : revue de l'Association Française de Finance
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Journal of Business & Economic Statistics
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Journal of banking & finance
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Journal of empirical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper / International Center for Financial Asset Management and Engineering
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Looking for efficient QML estimation of conditional VaRs at multiple risk levels
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011592728
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2
Intrinsic liquidity in conditional volatility models
Darolles, Serge
;
LeFol, Gaëlle
;
Francq, Christian
; …
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 225-245
Persistent link: https://www.econbiz.de/10011592745
Saved in:
3
A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Annals of economics and statistics
128
(
2017
),
pp. 151-202
Persistent link: https://www.econbiz.de/10011776891
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