FT
| Title | Published in | Access level | OA Policy | Year | Views | Downloads | |
|---|---|---|---|---|---|---|---|
| Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy | Journal of financial econometrics |  | 2017 | 611 | 430 | ||
| Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy | | 2016 | 604 | 363 | |||
| Higher-Order Infinitesimal Robustness | Journal of the American Statistical Association |  | 2012 | 788 | 0 | ||
| Robust subsampling | Journal of econometrics | | 2012 | 522 | 309 | ||
| Infinitesimal robustness for diffusions | Journal of the American Statistical Association |  | 2010 | 533 | 4 | ||
| Higher-order robustness | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | | 2009 | 616 | 244 | ||
| Infinitesimal robustness for diffusions | | 2008 | 731 | 419 | |||
| Infinitesimal robustness for diffusions | | 2008 | 743 | 174 | |||
| Robust Subsampling | | 2006 | 583 | 596 | |||
| Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models | Journal of the American Statistical Association | | 2005 | 628 | 0 | ||
| Robust GMM analysis of models for the short rate process | Journal of Empirical Finance | 2003 | 669 | 0 | |||
| Robust inference with GMM estimators | Journal of Econometrics | 2001 | 882 | 0 |
