List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices Journal of Business and Economic Statistics | 2024-03-06 | Paper |
| Higher order moments of the estimated tangency portfolio weights Journal of Applied Statistics | 2022-03-01 | Paper |
| Sensitivity of the causality in variance tests to GARCH(1,1) processes | 2020-01-08 | Paper |
| Leverage effect for volatility with generalized Laplace error Economic Quality Control | 2018-07-04 | Paper |
| Tail behavior and dependence structure in the APARCH model Journal of Time Series Econometrics | 2018-02-07 | Paper |
| scientific article; zbMATH DE number 6180013 (Why is no real title available?) | 2013-06-24 | Paper |
Research outcomes over time
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