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References in zbMATH (referenced in 26 articles )

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  1. Arratia, Argimiro; Dorador, Albert: On the efficacy of stop-loss rules in the presence of overnight gaps (2019)
  2. Hušková, Marie; Neumeyer, Natalie; Niebuhr, Tobias; Selk, Leonie: Specification testing in nonparametric AR-ARCH models (2019)
  3. Nagler, T.; Bumann, C.; Czado, C.: Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (2019)
  4. Davis, Richard A.; Drees, Holger; Segers, Johan; Warchoł, Michał: Inference on the tail process with application to financial time series modeling (2018)
  5. Ebner, Bruno; Klar, Bernhard; Meintanis, Simos G.: Fourier inference for stochastic volatility models with heavy-tailed innovations (2018)
  6. Stübinger, Johannes; Endres, Sylvia: Pairs trading with a mean-reverting jump-diffusion model on high-frequency data (2018)
  7. Stübinger, Johannes; Mangold, Benedikt; Krauss, Christopher: Statistical arbitrage with vine copulas (2018)
  8. Mirzaei Talarposhti, Fatemeh; Javedani Sadaei, Hossein; Enayatifar, Rasul; Gadelha Guimarães, Frederico; Mahmud, Maqsood; Eslami, Tayyebeh: Stock market forecasting by using a hybrid model of exponential fuzzy time series (2016)
  9. Schlägel, Ulrike E.; Lewis, Mark A.: A framework for analyzing the robustness of movement models to variable step discretization (2016)
  10. Chen, Yining: Semiparametric time series models with log-concave innovations: maximum likelihood estimation and its consistency (2015)
  11. Jiménez-Gamero, M. Dolores; Kim, Hyoung-Moon: Fast goodness-of-fit tests based on the characteristic function (2015)
  12. Matilainen, Markus; Nordhausen, Klaus; Oja, Hannu: New independent component analysis tools for time series (2015)
  13. Arratia, Argimiro: Computational finance. An introductory course with R (2014)
  14. Coin, Daniele: A method to estimate power parameter in exponential power distribution via polynomial regression (2013)
  15. Gilleland, Eric; Ribatet, Mathieu; Stephenson, Alec G.: A software review for extreme value analysis (2013)
  16. Gneiting, Tilmann; Ranjan, Roopesh: Combining predictive distributions (2013)
  17. Honda, Toshio: Nonparametric quantile regression with heavy-tailed and strongly dependent errors (2013)
  18. Rubio, F. J.; Johansen, Adam M.: A simple approach to maximum intractable likelihood estimation (2013)
  19. Tsay, Ruey S.: An introduction to analysis of financial data with R. (2013)
  20. Araújo Santos, Paulo; Fraga Alves, M. Isabel: A new class of independence tests for interval forecasts evaluation (2012)

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