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Nonparametric entropy-based tests of independence between stochastic processes
Fernandes, Marcelo; Néri, Breno de Andrade Pinheiro - In: Econometric reviews 29 (2010) 3, pp. 276-306
Persistent link: https://www.econbiz.de/10003965134
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Comparing value-at-risk methodologies
Lima, Luiz Renato; Néri, Breno de Andrade Pinheiro - In: Brazilian review of econometrics : the review of the … 27 (2007) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10003591125
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Comparing value-at-risk methodologies
Lima, Luiz Renato (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003390568