Pages that link to "Item:Q2190230"
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The following pages link to Nearest comoment estimation with unobserved factors (Q2190230):
Displaying 4 items.
- Editorial: Nonlinear financial econometrics JoE special issue introduction (Q2190219) (← links)
- Optimal Portfolio Diversification via Independent Component Analysis (Q5031000) (← links)
- Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection (Q5089923) (← links)
- A misspecification test for the higher order co-moments of the factor model (Q5742593) (← links)