págs. 193-222
Tail risk measures using flexible parametric distributions
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págs. 223-236
págs. 237-258
Kernel distribution estimation for grouped data
Miguel Reyes, Mario Francisco-Fernández, Ricardo Cao Abad, Daniel Barreiro Ures
págs. 259-288
Detecting outliers in multivariate volatility models: a wavelet procedure
págs. 289-316
A class of goodness-of-fit tests for circular distributions based on trigonometric moments
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págs. 317-336
Data envelopment analysis efficiency of public services: bootstrap simultaneous confidence region
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págs. 337-354
págs. 355-384
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