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Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of econometrics 181 (2014) 1, pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
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Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda; … - In: Journal of econometrics 236 (2023) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10014332237