FT
Title | Published in | Access level | OA Policy | Year | Views | Downloads | |
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Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy | Journal of financial econometrics | 2017 | 557 | 344 | |||
Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy | 2016 | 565 | 317 | ||||
Higher-Order Infinitesimal Robustness | Journal of the American Statistical Association | 2012 | 735 | 0 | |||
Robust subsampling | Journal of econometrics | 2012 | 465 | 220 | |||
Infinitesimal robustness for diffusions | Journal of the American Statistical Association | 2010 | 485 | 4 | |||
Higher-order robustness | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | 2009 | 581 | 136 | |||
Infinitesimal robustness for diffusions | 2008 | 681 | 368 | ||||
Infinitesimal robustness for diffusions | 2008 | 680 | 155 | ||||
Robust Subsampling | 2006 | 551 | 588 | ||||
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models | Journal of the American Statistical Association | 2005 | 589 | 0 | |||
Robust GMM analysis of models for the short rate process | Journal of Empirical Finance | 2003 | 606 | 0 | |||
Robust inference with GMM estimators | Journal of Econometrics | 2001 | 767 | 0 |