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A nonparametric test of the co...
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Marginal or copula : which one is critical?
Choi, Pilsun
;
Min, Insik
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
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A comparison of conditional and unconditional approaches in value-at-risk estimation
Choi, Pilsun
;
Min, Insik
- In:
The Japanese economic review : the journal of the …
62
(
2011
)
1
,
pp. 99-115
Persistent link: https://www.econbiz.de/10009158509
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3
A nonparametric bootstrap test of conditional distributions
Fan, Yanqin
;
Li, Qi
;
Min, Insik
- In:
Econometric theory
22
(
2006
)
4
,
pp. 587-613
Persistent link: https://www.econbiz.de/10003351873
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