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A note on improved estimation for the topp-leone distribution
Giles, David E. A. - 2012
Persistent link: https://www.econbiz.de/10009622530
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Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets
Li, Yanan; Giles, David E. A. - 2013
Persistent link: https://www.econbiz.de/10010189084
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Risk analysis for three precious metals : an application of extreme value theory
Chen, Qinlu; Giles, David E. A. - 2014
Persistent link: https://www.econbiz.de/10010529653
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Exact asymptotic goodness-of-fit testing for discrete circular data, with applications
Giles, David E. A. - 2012
Persistent link: https://www.econbiz.de/10009612916
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Constructing confidence bands for the Hodrick-Prescott filter
Giles, David E. A. - 2012
Persistent link: https://www.econbiz.de/10009612920