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 | 616 | 504 | |||
| Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy | 2016 | 608 | 395 | ||||
| Higher-Order Infinitesimal Robustness | Journal of the American Statistical Association | 2012 | 790 | 0 | |||
| Robust subsampling | Journal of econometrics | 2012 | 526 | 360 | |||
| Infinitesimal robustness for diffusions | Journal of the American Statistical Association | 2010 | 536 | 4 | |||
| Higher-order robustness | 2nd International Workshop of the ERCIM Working Group on Computing & Statistics | 2009 | 618 | 444 | |||
| Infinitesimal robustness for diffusions | 2008 | 734 | 435 | ||||
| Infinitesimal robustness for diffusions | 2008 | 747 | 177 | ||||
| Robust Subsampling | 2006 | 587 | 602 | ||||
| Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models | Journal of the American Statistical Association | 2005 | 631 | 0 | |||
| Robust GMM analysis of models for the short rate process | Journal of Empirical Finance | 2003 | 671 | 0 | |||
| Robust inference with GMM estimators | Journal of Econometrics | 2001 | 888 | 0 |
