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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003971702
Saved in:
2
Constructing density forecasts from quantile regressions
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
- In:
Journal of money, credit and banking : JMCB
44
(
2012
)
8
,
pp. 1589-1607
Persistent link: https://www.econbiz.de/10009693602
Saved in:
3
Migration and regional trade agreement : a (new) gravity estimation
Figueiredo, Erik
;
Lima, Luiz Renato
;
Orefice, Gianluca
-
2014
Persistent link: https://www.econbiz.de/10010418890
Saved in:
4
Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
;
Linton, Oliver
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 150-160
Persistent link: https://www.econbiz.de/10009159097
Saved in:
5
Evaluating value-at-risk models via quantile regressions
Gaglianone, Wagner Piazza
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003759325
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6
Evaluating value-at-risk models via quantile regressions
Gaglianone, Wagner Piazza
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003655882
Saved in:
7
Migration and regional trade agreements : a (new) gravity estimation
Figueiredo, Erik
;
Lima, Luiz Renato
;
Orefice, Gianluca
- In:
Review of international economics
24
(
2016
)
1
,
pp. 99-125
Persistent link: https://www.econbiz.de/10011524778
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8
Third country effect of migration : the trade-migration nexus revisited
Figueiredo, Erik
;
Lima, Luiz Renato
;
Orefice, Gianluca
-
2016
Persistent link: https://www.econbiz.de/10011743205
Saved in:
9
Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008798843
Saved in:
10
Migration, trade and spillover effects
Figueiredo, Erik
;
Lima, Luiz Renato
;
Orefice, Gianluca
- In:
Journal of comparative economics : the journal of the …
48
(
2020
)
2
,
pp. 405-421
Persistent link: https://www.econbiz.de/10012431489
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