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QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS
Escanciano, Juan Carlos - In: Econometric theory 25 (2009) 2, pp. 561-570
Persistent link: https://www.econbiz.de/10008211988
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Semiparametric estimation of dynamic conditional expected shortfall models
Escanciano, Juan Carlos; Mayoral, Silvia - In: International journal of monetary economics and finance 1 (2008) 2, pp. 106-120
Persistent link: https://www.econbiz.de/10009925157
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Pitfalls in backtesting Historical Simulation VaR models
Escanciano, Juan Carlos; Pei, Pei - In: Journal of banking & finance 36 (2012) 8, pp. 2233-2245
Persistent link: https://www.econbiz.de/10009983747
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-uniformly consistent density estimation in nonparametric regression models
Escanciano, Juan Carlos; Jacho-Chávez, David T. - In: Journal of econometrics 167 (2012) 2, pp. 305-317
Persistent link: https://www.econbiz.de/10009833970
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Conditional Stochastic Dominance Testing
Delgado, Miguel A.; Escanciano, Juan Carlos - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 1, pp. 16-28
Persistent link: https://www.econbiz.de/10010070367
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Distribution-free tests of stochastic monotonicity
Delgado, Miguel A.; Escanciano, Juan Carlos - In: Journal of econometrics 170 (2012) 1, pp. 68-76
Persistent link: https://www.econbiz.de/10009996203
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Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos; Velasco, Carlos - In: Journal of econometrics 159 (2010) 1, pp. 209-222
Persistent link: https://www.econbiz.de/10008455127
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Self-promote or not? : an examination of the effect of management's self-promotion in management disclosures
Li, Wei - In: Advances in accounting behavioral research 13 (2010), pp. 195-218
Persistent link: https://www.econbiz.de/10010079228
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Scheduling Stochastic jobs on a repairable machine with general phase type uptime
Li, Wei; Alfa, Attahiru Sule - In: Mathematical methods of operations research 61 (2005) 3, pp. 399-418
Persistent link: https://www.econbiz.de/10006606776
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A note on two direct methods in linear programming
Li, Wei - In: European journal of operational research : EJOR 158 (2004) 1, pp. 262
Persistent link: https://www.econbiz.de/10006647093