Skip to contents

Du, Zaichao [Author] ; Escanciano, Juan Carlos [Other]

Backtesting Expected Shortfall : Accounting for Tail Risk

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2015]
Du, Zaichao [Author] ; Escanciano, Juan Carlos [Other]; Zhu, Guangwei [Other]

Automatic Portmanteau Tests with Applications to Market Risk Management

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2017]

Published in: CAEPR Working Paper #2017-002
Choi, Jinho [Author] ; Escanciano, Juan Carlos [Other]; Guo, Junjie [Other]

Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2017]

Published in: CAEPR Working Paper ; No. 2017-014
Chen, Bin [Author] ; Choi, Jinho [Other]; Escanciano, Juan Carlos [Other]

Testing for Fundamental Vector Moving Average Representations

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2015]

Published in: CAEPR Working Paper ; No. 022-2015
Escanciano, Juan Carlos [Author]

Semiparametric Identification and Fisher Information

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2018]
Escanciano, Juan Carlos [Author] ; Hualde, Javier [Other]

Measuring Asset Market Linkages : Nonlinear Dependence and Tail Risk

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2017]

Published in: CAEPR WORKING PAPER 2017-017
Escanciano, Juan Carlos [Author]

A Simple and Robust Estimator for Linear Regression Models with Strictly Exogenous Instruments

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2017]

Published in: CAEPR Working Paper #2017-001
Escanciano, Juan Carlos [Author]

Uniformly Consistent Estimation of Linear Regression Models with Strictly Exogenous Instruments

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2016]

Published in: CAEPR Working Paper ; No. 023-2015
Escanciano, Juan Carlos [Author] ; Pardo-Fernández, Juan [Other]; Keilegom, Ingrid van [Other]

Semi-Parametric Estimation of Risk-Return Relationships

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2013]

Published in: CAEPR Working Paper ; No. 2013-004
Escanciano, Juan Carlos [Author] ; Pei, Pei [Other]

Pitfalls in Backtesting Historical Simulation VAR Models

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2012]

Published in: Center for Applied Economics and Policy Research Working Paper ; No. 2012-003
Escanciano, Juan Carlos [Author]

Asymptotic Distribution-Free Diagnostic Tests for Heteroskedastic Time Series Models

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2009]

Published in: Center for Applied Economics and Policy Research Paper ; No. 019-2009
Escanciano, Juan Carlos [Author] ; Olmo, Jose [Other]

Backtesting Parametric Value-at-Risk With Estimation Risk

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2008]

Published in: CAEPR Working Paper ; No. 2007-005
Escanciano, Juan Carlos [Author]

Quasi-Maximum Likelihood Estimation of Semi-Strong GARCH Models

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, 2008
Escanciano, Juan Carlos [Author] ; Song, Kyungchul [Other]

Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2007]

Published in: PIER Working Paper ; No. 07-005
Escanciano, Juan Carlos [Author]

Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2007]

Published in: CAEPR Working Paper ; No. 2007-009
Escanciano, Juan Carlos [Author]; Velasco, Carlos [Author]

Specification Tests of Parametric Dynamic Conditional Quantiles

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, 2008

Published in: CAEPR Working Paper ; No. 2008-021
Cattaneo, Matias D. [Editor]; Escanciano, Juan Carlos [Editor]

Regression Discontinuity Designs : Theory and Applications

View online
Schließen

Access

... to E-book via DOI

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Bingley: Emerald Publishing, 2017

Published in: Advances in econometrics ; 38
Escanciano, Juan Carlos [Author]; Hualde, Javier [Author]

Measuring asset market linkages : nonlinear dependence and tail risk

View online
Schließen

Access

... to E-book (Volltext ; PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[Bloomington, IN]: CAEPR, Center for Applied Economics and Policy Research, December 13, 2017

Published in: Indiana University Bloomington: CAEPR working papers ; 2017170
Caetano, Carolina [Author]; Escanciano, Juan Carlos [Author]

Identifying Multiple Marginal Effects with a Single Binary Instrument or by Regression Discontinuity

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, 2015
Escanciano, Juan Carlos [Author]; Li, Wei [Author]

On the identification of structural linear functionals

View online
Schließen

Links

... to E-book

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

London: Centre for Microdata Methods and Practice (cemmap), 2013

You did not find what you were looking for?

Purchase suggestion
Are you missing something you need for your research? If you have any suggestions please share them here.

Interlibrary Loan
Please search and order your favorite title in the Interlibrary Loan Portal.

Search in field:

Recently searched for:

You did not find what you were looking for?

> Year of publication

Year of publication