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Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa; Chen, Lu; Jiang, Cuixia; Yu, Keming - In: Economic modelling 91 (2020), pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
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An effective bias-corrected bagging method for the valuation of large variable annuity portfolios
Gweon, Hyukjun Jay; Li, Shu; Mamon, Rogemar - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 853-871
Persistent link: https://www.econbiz.de/10012307387
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Lasso-based simulation for high-dimensional multi-period portfolio optimization
Li, Zhongyu; Tsang, Ka Ho; Wong, Hoi Ying - In: IMA journal of management mathematics 31 (2020) 3, pp. 257-280
Persistent link: https://www.econbiz.de/10012258670
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Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi; Filipović, Damir - In: Finance and stochastics 26 (2022) 2, pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
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Realized quantity extended conditional autoregressive value-at-risk models
Götz, Pit - In: Journal of risk : JOR 26 (2023) 2, pp. 33-63
Persistent link: https://www.econbiz.de/10014487299
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Mixed-frequency predictive regressions with parameter learning
Leippold, Markus; Yang, Hanlin - In: Journal of forecasting 42 (2023) 8, pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
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Broken effects? : how to reduce false positives in panel regressions
Wibbens, Phebo D.; Li, Xina - 2020
Persistent link: https://www.econbiz.de/10012299997
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Broken effects? : how to reduce false positives in panel regressions
Wibbens, Phebo D.; Li, Xina - 2021
Persistent link: https://www.econbiz.de/10012542764
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Estimation and inference of a partially linear panel threshold spatial model with individual fixed effects
Zhang, Xishu; Wang, Xuanhui; Ye, Azhong - In: Applied economics letters 31 (2024) 21, pp. 2271-2276
Persistent link: https://www.econbiz.de/10015095210
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Prediction from the regression model with one-way error components
Baillie, Richard; Baltagi, Badi H. - In: Analysis of panels and limited dependent variable …, (pp. 255-267). 1999
Persistent link: https://www.econbiz.de/10001445118