On the application of new tests for structural changes on global minimum-variance portfolios.
- Published in:
- Statistical Papers, 2013, v. 54, n. 4, p. 955, doi. 10.1007/s00362-013-0511-4
- By:
- Publication type:
- Article
Works matching IS 09325026 AND DT 2013 AND VI 54 AND IP 4
Results: 14
1
2
Julio Angel Pardo Llorente, 1960-2013 (Associate Editor of Statistical Papers).
- Published in:
- Statistical Papers, 2013, v. 54, n. 4, p. 1147, doi. 10.1007/s00362-013-0550-x
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- Publication type:
- Article
3
Fractional integration versus level shifts: the case of realized asset correlations.
- Published in:
- Statistical Papers, 2013, v. 54, n. 4, p. 977, doi. 10.1007/s00362-013-0513-2
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- Publication type:
- Article
4
Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test.
- Published in:
- Statistical Papers, 2013, v. 54, n. 4, p. 1067, doi. 10.1007/s00362-013-0499-9
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- Publication type:
- Article
5
Let us do the twist again.
- Published in:
- Statistical Papers, 2013, v. 54, n. 4, p. 1109, doi. 10.1007/s00362-013-0512-3
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- Publication type:
- Article
6
EEG in the diagnostics of Alzheimer's disease.
- Published in:
- Statistical Papers, 2013, v. 54, n. 4, p. 1095, doi. 10.1007/s00362-013-0538-6
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- Publication type:
- Article
7
On moment indeterminacy of the Benini income distribution.
- Published in:
- Statistical Papers, 2013, v. 54, n. 4, p. 1121, doi. 10.1007/s00362-013-0535-9
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- Publication type:
- Article
8
Editors' introduction.
- Published in:
- 2013
- By:
- Publication type:
- Editorial
9
Reducing confidence bands for simulated impulse responses.
- Published in:
- Statistical Papers, 2013, v. 54, n. 4, p. 1131, doi. 10.1007/s00362-013-0510-5
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- Publication type:
- Article
10
Consistent estimation for discretely observed Markov jump processes with an absorbing state.
- Published in:
- Statistical Papers, 2013, v. 54, n. 4, p. 993, doi. 10.1007/s00362-013-0515-0
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- Publication type:
- Article
11
Rate-optimal tests for jumps in diffusion processes.
- Published in:
- Statistical Papers, 2013, v. 54, n. 4, p. 1009, doi. 10.1007/s00362-013-0541-y
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- Publication type:
- Article
12
A toolbox of permutation tests for structural change.
- Published in:
- Statistical Papers, 2013, v. 54, n. 4, p. 931, doi. 10.1007/s00362-013-0503-4
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- Publication type:
- Article
13
When bubbles burst: econometric tests based on structural breaks.
- Published in:
- Statistical Papers, 2013, v. 54, n. 4, p. 911, doi. 10.1007/s00362-012-0497-3
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- Publication type:
- Article
14
Nonlinear IV panel unit root testing under structural breaks in the error variance.
- Published in:
- Statistical Papers, 2013, v. 54, n. 4, p. 1043, doi. 10.1007/s00362-013-0502-5
- By:
- Publication type:
- Article