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Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Kuan, Chung-ming; Yeh, Jin-huei; Hsu, Yu-Chin - In: Journal of econometrics 150 (2009) 2, pp. 261-270
Persistent link: https://www.econbiz.de/10003858604
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Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Kuan, Chung-Ming; Yeh, Jin-Huei; Hsu, Yu-Chin - In: Journal of econometrics 150 (2009) 2, pp. 261-270
Persistent link: https://www.econbiz.de/10008253322
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Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Kuan, Chung-Ming; Yeh, Jin-Huei; Hsu, Yu-Chin - In: Journal of econometrics 150 (2009) 2, pp. 261-271
Persistent link: https://www.econbiz.de/10008890754
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Tests for changes in models with a polynomial trend
Kuan, Chung-ming - In: Journal of econometrics 84 (1998) 1, pp. 75-91
Persistent link: https://www.econbiz.de/10001234511
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Testing time reversibility without moment restrictions
Chen, Yi-ting; Chou, Ray Yeutien; Kuan, Chung-ming - In: Journal of econometrics 95 (2000) 1, pp. 199-218
Persistent link: https://www.econbiz.de/10001432563
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The pseudo-true score encompassing test for non-nested hypothesis
Chen, Yi-ting; Kuan, Chung-ming - In: Journal of econometrics 106 (2002) 2, pp. 271-295
Persistent link: https://www.econbiz.de/10001638898
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Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
Hsu, Shih-hsun; Kuan, Chung-ming - In: Journal of econometrics 165 (2011) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10009374484
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Constructing smooth tests without estimating the eigenpairs of the limiting process
Hsu, Shih-hsun; Kuan, Chung-ming - In: Journal of econometrics 178 (2014) 1, pp. 71-79
Persistent link: https://www.econbiz.de/10010255466
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Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-Ming; Kuan, Chung-ming; Hsu, Yu-Chin - In: Journal of econometrics 181 (2014) 2, pp. 181-193
Persistent link: https://www.econbiz.de/10010473309
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Recent development in financial econometrics
Kuan, Chung-ming (contributor); Hong, Yongmiao (contributor) - 2009
Persistent link: https://www.econbiz.de/10003858949