Found 11 Documents (Results 1–11)
Large deviations of generalized method of moments and empirical likelihood estimators. (English) Zbl 1218.62023
Test statistics for prospect and Markowitz stochastic dominances with applications. (English) Zbl 1219.91149
Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures. (English) Zbl 1217.91215
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