Pages that link to "Item:Q3160944"
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The following pages link to Modeling Financial Return Dynamics via Decomposition (Q3160944):
Displaying 10 items.
- A new approach to risk-return trade-off dynamics via decomposition (Q1656505) (← links)
- Unfolded GARCH models (Q1657508) (← links)
- Robustness of binary choice models to conditional heteroscedasticity (Q1672770) (← links)
- Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
- Testing for a functional form of mean regression in a fully parametric environment (Q2312970) (← links)
- The risk return relationship: evidence from index returns and realised variances (Q2338525) (← links)
- Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
- Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection (Q5089923) (← links)
- Multivariate Return Decomposition: Theory and Implications (Q5860929) (← links)
- Prediction intervals for economic fixed-event forecasts (Q6616412) (← links)
