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Nonparametric tests for tail monotonicity
Berghaus, Betina; Bücher, Axel - In: Journal of econometrics 180 (2014) 2, pp. 117-126
Persistent link: https://www.econbiz.de/10010433404
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Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel; Jäschke, Stefan; Wied, Dominik - In: Journal of econometrics 187 (2015) 1, pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
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Testing the parametric form of the volatility in continuous time diffusion models—a stochastic process approach
Dette, Holger; Podolskij, Mark - In: Journal of econometrics 143 (2008) 1, pp. 56-73
Persistent link: https://www.econbiz.de/10007899831
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Testing the parametric form of the volatility in continuous time diffusion models—a stochastic process approach
Dette, Holger; Podolskij, Mark - In: Journal of econometrics 143 (2008) 1, pp. 56-74
Persistent link: https://www.econbiz.de/10008881150
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Testing the parametric form of the volatility in continuous time diffusion models : a stochastic process approach
Dette, Holger; Podolskij, Mark - In: Journal of econometrics 143 (2008) 1, pp. 56-73
Persistent link: https://www.econbiz.de/10003722591
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Testing multivariate economic restrictions using quantiles : the example of Slutsky negative semidefiniteness
Dette, Holger; Hoderlein, Stefan; Neumeyer, Natalie - In: Journal of econometrics 191 (2016) 1, pp. 129-144
Persistent link: https://www.econbiz.de/10011594650