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Country default probabilities : assessing and backtesting

Huschens, Stefan; Karmann, Alexander; Maltritz, Dominik; … - 2006

Persistent link: https://www.econbiz.de/10003391283

Die Informationseffizienz der Märkte für Fremdwährungsanleihen von Schwellenländern : fixe Wechselkurssysteme und Finanzkrisen

Poetsch, Oliver - 2009

Persistent link: https://www.econbiz.de/10003917449

Volatility modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails

Gencer, Hatice Gaye; Demiralay, Sercan - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 639-657

Persistent link: https://www.econbiz.de/10011562539

Asset-pricing anomalies and spanning : multivariate and multifactor tests with heavy-tailed distributions

Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of empirical finance 17 (2010) 4, pp. 763-782

Persistent link: https://www.econbiz.de/10009267245

Do firms share the same functional form of their growth rate distribution? : a statistical test

Lunardi, José T.; Miccichè, Salvatore; Lillo, Fabrizio; … - In: Journal of economic dynamics & control 39 (2014), pp. 140-164

Persistent link: https://www.econbiz.de/10010388784

Simulative Untersuchung der Eigenschaften von Testverfahren auf Elliptizität mit Anwendung auf Finanzmarktdaten

Gogokhia, Lia - 2008

Persistent link: https://www.econbiz.de/10003672746

Misspecification testing in a class of conditional distributional models

Rothe, Christoph; Wied, Dominik - 2012

We propose a specification test for a wide range of parametric models for the conditional distribution function of an outcome variable given a vector of covariates. The test is based on the Cramer-von Mises distance between an unrestricted estimate of the joint distribution function of the data,...

Persistent link: https://www.econbiz.de/10009531435

Testing the parametric specification of the diffusion function in a diffusion process

Li, Fuchun - In: Econometric theory 23 (2007) 2, pp. 221-250

Persistent link: https://www.econbiz.de/10003429710

Zur Eignung des ([Müh], [Sigma])-Prinzips als Entscheidungskriterium der normativen Portfoliotheorie : konzeptionelle Überlegungen und empirische Befunde

Markus, Lutz - 2009

Persistent link: https://www.econbiz.de/10003886184

Testing the parametric specification of the diffusion function in a diffusion process

Li, Fuchun - 2005

Persistent link: https://www.econbiz.de/10003205504