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Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano; Geman, Hélyette; Romagnoli, Silvia - In: Applied economics 52 (2020) 26, pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
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Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Applied economics 51 (2019) 44, pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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Systematic extreme correlation of Chinese stock market
Long, Jun; Yuan, Xianghui; Jin, Liwei; Zhao, Chencheng; … - In: Applied economics 56 (2024) 39, pp. 4718-4729
Persistent link: https://www.econbiz.de/10014560394
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Nearly efficient likelihood ratio tests of the unit root hypothesis
Jansson, Michael; Nielsen, Ørregaard - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 5, pp. 2321-2332
Persistent link: https://www.econbiz.de/10009665449
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The log of gravity revisited
Martínez-Zarzoso, Inmaculada - In: Applied economics 45 (2013) 1/3, pp. 311-327
Persistent link: https://www.econbiz.de/10009713035
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Maximum likelihood ranking in racing sports
Anderson, Aaron M. - In: Applied economics 46 (2014) 13/15, pp. 1778-1787
Persistent link: https://www.econbiz.de/10010412777
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Asymptotic distributions of quasi-maximum likelihood estimators for spatial autoregressive models
Lee, Lung-fei - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 6, pp. 1899-1925
Persistent link: https://www.econbiz.de/10002435617
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The density of the maximum likelihood estimator
Hillier, Grant H.; Armstrong, Mark - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 6, pp. 1459-1470
Persistent link: https://www.econbiz.de/10001429219
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A small sample correction for the test of cointegrating rank in the vector autoregressive model
Johansen, Søren - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 1929-1961
Persistent link: https://www.econbiz.de/10001702250
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Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large
Hahn, Jinyong; Kuersteiner, Guido M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1639-1657
Persistent link: https://www.econbiz.de/10001688100