The following pages link to (Q3433875):
Displaying 14 items.
- Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (Q904072) (← links)
- On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
- Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610) (← links)
- Forecasting seasonal time series based on fuzzy techniques (Q2328903) (← links)
- Does market attention affect bitcoin returns and volatility? (Q2331007) (← links)
- Asymptotic multivariate dominance: a financial application (Q2404182) (← links)
- Modeling Financial Time Series with S-PLUS® (Q3377019) (← links)
- Some recent developments in Markov Chain Monte Carlo for cointegrated time series (Q4606423) (← links)
- Applying Diebold–Mariano Test for Performance Evaluation Between Individual and Hybrid Time-Series Models for Modeling Bivariate Time-Series Data and Forecasting the Unemployment Rate in the USA (Q5048393) (← links)
- (Q5121462) (← links)
- A Three-Factor Model for Mortality Modeling (Q5379143) (← links)
- The Econometric Modelling of Financial Time Series (Q5386270) (← links)
- Analysis of Financial Time Series (Q5706503) (← links)
- Asymptotic stochastic dominance rules for sums of i.i.d. random variables (Q5964620) (← links)
