Access Statistics for Alexander Heinemann

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Test for the Existence of Moments for GARCH Processes 0 0 20 20 1 1 12 12
A General Framework for Prediction in Time Series Models 1 1 44 44 1 2 12 12
A Justification of Conditional Confidence Intervals 0 0 1 24 1 2 8 24
A Justification of Conditional Confidence Intervals 0 0 0 23 0 0 2 13
A Residual Bootstrap for Conditional Expected Shortfall 0 0 9 9 1 3 13 13
A Residual Bootstrap for Conditional Value-at-Risk 0 0 18 18 1 2 16 16
Sieve bootstrapping in the Lee-Carter model 0 0 2 38 0 1 9 80
Total Working Papers 1 1 94 176 5 11 72 170


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Efficient estimation of factor models with time and cross‐sectional dependence 0 1 2 5 0 1 8 20
Total Journal Articles 0 1 2 5 0 1 8 20


Statistics updated 2019-07-03