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Backtesting expected shortfall...
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Escanciano, Juan Carlos
7
Delgado, Miguel A.
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Du, Zaichao
2
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OLC EcoSci
ECONIS (ZBW)
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1
The macroeconomic effects of the 35-h workweek regulation in France
Du, Zaichao
;
Yin, Hua
;
Zhang, Lin
- In:
The B.E. journal of macroeconomics
13
(
2013
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010185594
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2
The effects of medical insurance on durables consumption in rural China
Ying, Meiling
;
Du, Zaichao
- In:
China agricultural economic review : publ. in …
4
(
2012
)
2
,
pp. 176-187
Persistent link: https://www.econbiz.de/10010006792
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3
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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4
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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5
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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6
-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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7
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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8
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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9
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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