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Camponovo, Lorenzo's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
567 |
Total
Citations
7 |
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Camponovo, Lorenzo University of Saint Gallen Scaillet , O. University of Geneva - HEC Trojani, Fabio University of Lugano
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14 Oct 09
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Last Revised:
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27 Jan 13
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194
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1
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Subsampling, bootstrap, breakdown point, robustness, time series
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Camponovo, Lorenzo University of Saint Gallen Scaillet , O. University of Geneva - HEC Trojani, Fabio University of Lugano
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26 Nov 06
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Last Revised:
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11 Aug 11
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168
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5
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Subsampling, bootstrap, breakdown point, robustness
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3.
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Camponovo, Lorenzo University of Saint Gallen Scaillet , O. University of Geneva - HEC Trojani, Fabio University of Lugano
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67
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Predictive Regression, Stock Return Predictability, Bootstrap, Subsampling, Robustness
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4.
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Camponovo, Lorenzo University of Saint Gallen Scaillet , O. University of Geneva - HEC Trojani, Fabio University of Lugano
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5.
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Camponovo, Lorenzo University of Saint Gallen Otsu, Taisuke Yale University - Cowles Foundation
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28
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1
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Bootstrap, Breakdown point, Instrumental variable regression
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6.
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Camponovo, Lorenzo University of Saint Gallen
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26
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Predictive regression models, differencing transfomations, robust inference
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7.
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Breakdown Point Theory for Implied Probability Bootstrap
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Camponovo, Lorenzo University of Saint Gallen Otsu, Taisuke Yale University - Cowles Foundation
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Posted:
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22 Apr 11
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Last Revised:
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29 Feb 12
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21
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Camponovo, Lorenzo University of Saint Gallen Otsu, Taisuke Yale University - Cowles Foundation
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Camponovo, Lorenzo University of Saint Gallen Otsu, Taisuke Yale University - Cowles Foundation
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20
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Bootstrap, Breakdown point, GMM
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8.
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Camponovo, Lorenzo University of Saint Gallen
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03 Sep 11
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Last Revised:
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04 Nov 11
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18
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Block Bootstrap, Quasi-Likelihood Ratio Tests, Asymptotic Refinements
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9.
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Camponovo, Lorenzo University of Saint Gallen Otsu, Taisuke Yale University - Cowles Foundation
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11
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Bartlett correction, Empirical likelihood, Cressie-Read power divergence family
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