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Journal of Business & Economic Statistics, Vol. 29, Iss. 1, 2011-01 ,pp. : 150-160

Taylor & Francis Ltd

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Realized Volatility Forecasting in the Presence of Time-Varying Noise

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Univariate and Multivariate Value-at-Risk: Application and Implication in Energy Markets

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Communications in Statistics: Simulation and Computation, Vol. 40, Iss. 7, 2011-07 ,pp. : 957-977

Taylor & Francis Ltd

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Nonparametric estimation of value-at-risk

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Adjusting for time-varying confounding in the subdistribution analysis of a competing risk

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Lifetime Data Analysis, Vol. 16, Iss. 1, 2010-01 ,pp. : 45-70

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