Pages that link to "Item:Q2439044"
From MaRDI portal
The following pages link to Factor representing portfolios in large asset markets (Q2439044):
Displaying 8 items.
- Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
- Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (Q470428) (← links)
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- Marginalization and contemporaneous aggregation in multivariate GARCH processes (Q1915440) (← links)
- The uncertainties about the relationships risk-return-volatility in the Spanish stock market (Q2430228) (← links)
- Factor representing portfolios in large asset markets (Q2439044) (← links)
- Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (Q2630119) (← links)
- Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators (Q5864355) (← links)
