Pages that link to "Item:Q2445697"
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The following pages link to Intradaily dynamic portfolio selection (Q2445697):
Displayed 4 items.
- Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs (Q342247) (← links)
- Jump robust daily covariance estimation by disentangling variance and correlation components (Q1927084) (← links)
- Simple VARs cannot approximate Markov switching asset allocation decisions: an out-of-sample assessment (Q1927136) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)