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Prospect performance evaluation : making a case for a non-asymptotic UMPU test
Bai, Zhidong; Hui, Yongchang; Wong, Wing Keung; … - In: Journal of financial econometrics : official journal of … 10 (2012) 4, pp. 703-732
Persistent link: https://www.econbiz.de/10009671870
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Testing for stochastic dominance using the weighted McFadden-type statistic
Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas - In: Journal of econometrics 133 (2006) 1, pp. 191-205
Persistent link: https://www.econbiz.de/10003354571
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Sample and implied volatility in GARCH models
Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas - In: Journal of financial econometrics : official journal of … 4 (2006) 4, pp. 617-635
Persistent link: https://www.econbiz.de/10003565751
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Testing goodness of fit based on densities of GARCH innovations
Horváth, Lajos; Zitikis, Ričardas - In: Econometric theory 22 (2006) 3, pp. 457-482
Persistent link: https://www.econbiz.de/10003307486
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Testing hypotheses about absolute concentration curves and marginal conditional stochastic dominance
Schechtman, Edna; Shelef, Amit; Yitzhaki, Shlomo; … - In: Econometric theory 24 (2008) 4, pp. 1044-1062
Persistent link: https://www.econbiz.de/10003736854