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Testing the weak-form efficiency of agriculture's capital markets
Ghimire, Binam; Annussek, Kolja; Harvey, Jackie; … - In: Economics and business review 2 (2016) 2, pp. 3-17
Persistent link: https://www.econbiz.de/10011535203
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On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulas
Garmann, Sebastian; Grundke, Peter - In: The European journal of finance 19 (2013) 1/2, pp. 75-88
Persistent link: https://www.econbiz.de/10009733297
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A consistent and robust test for autocorrelated jump occurrences
Kwok, Simon - In: Journal of financial econometrics 22 (2024) 1, pp. 157-186
Persistent link: https://www.econbiz.de/10014526309
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The validation of machine-learning models for the stress testing of credit risk
Jacobs, Michael <Jr.> - In: Journal of risk management in financial institutions 11 (2017/2018) 3, pp. 218-243
Persistent link: https://www.econbiz.de/10011942534
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Stress testing German industry sectors : results from a vine copula based quantile regression
Fischer, Matthias; Kraus, Daniel; Pfeuffer, Marius; … - In: Risks : open access journal 5 (2017) 3, pp. 1-13
Measuring interdependence between probabilities of default (PDs) in different industry sectors of an economy plays a crucial role in financial stress testing. Thereby, regression approaches may be employed to model the impact of stressed industry sectors as covariates on other response sectors....
Persistent link: https://www.econbiz.de/10011688255
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A fixed-bandwith view of the pre-asymptotic inference for Kernel smooting with time series data
Kim, Min Seong; Sun, Yixiao; Yang, Jingjing - 2015
Persistent link: https://www.econbiz.de/10011378410
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A practical approach to testing calibration strategies
Cao, Yongquan; Gordon, Grey - In: Computational economics 53 (2019) 3, pp. 1165-1182
Persistent link: https://www.econbiz.de/10012135125
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A study of discontinuity effects in regression inference based on web-augmented mixed mode surveys
Burgard, Jan Pablo; Krause, Joscha; Münnich, Ralf T. - 2020
calibration as potential methods to reduce selection biases stemming from the web survey. A Monte Carlo simulation study is …
Persistent link: https://www.econbiz.de/10012202020
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A practical approach to testing calibration strategies
Cao, Yongquan; Gordon, Grey - 2016
Persistent link: https://www.econbiz.de/10011688335
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A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong; Sun, Yixiao; Yang, Jingjing - In: Journal of econometrics 197 (2017) 2, pp. 298-322
Persistent link: https://www.econbiz.de/10011818361