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Distributional properties of portfolio weights
Okhrin, Yarema; Schmid, Wolfgang - In: Journal of econometrics 134 (2006) 1, pp. 235-256
Persistent link: https://www.econbiz.de/10003368426
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Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - In: Journal of econometrics 214 (2020) 1, pp. 110-129
Persistent link: https://www.econbiz.de/10012438313
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Evaluation of similarity models for expected utility violations
Buschena, David E.; Atwood, Joseph A. - In: Journal of econometrics 162 (2011) 1, pp. 105-113
Persistent link: https://www.econbiz.de/10009270693
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"Stochastically more risk averse" : a contextual theory of stochastic discrete choice under risk
Wilcox, Nathaniel T. - In: Journal of econometrics 162 (2011) 1, pp. 89-104
Persistent link: https://www.econbiz.de/10009270696
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Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Deo, Rohit S. - In: Journal of econometrics 99 (2000) 2, pp. 291-315
Persistent link: https://www.econbiz.de/10001511972
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Ordering univariate distributions by entropy and variance
Ebrahimi, Nader; Maasoumi, Esfandiar; Soofi, Ehsan S. - In: Journal of econometrics 90 (1999) 2, pp. 317-336
Persistent link: https://www.econbiz.de/10001382139
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Forecasting multifractal volatility
Calvet, Laurent E.; Fisher, Adlai - In: Journal of econometrics 105 (2001) 1, pp. 27-58
Persistent link: https://www.econbiz.de/10001617142
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Calculation of maximum entropy densities with application to income distribution
Wu, Ximing - In: Journal of econometrics 115 (2003) 2, pp. 347-354
Persistent link: https://www.econbiz.de/10001768327
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Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice; Häfke, Christian; Politis, Dimitris N.; … - In: Journal of econometrics 120 (2004) 2, pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
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Bootstrap specification tests for diffusion processes
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 124 (2005) 1, pp. 117-148
Persistent link: https://www.econbiz.de/10002439423