The following pages link to (Q4230831):
Displaying 50 items.
- Testing affine term structure models in case of transaction costs (Q262758) (← links)
- Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
- Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean (Q276926) (← links)
- Special issue editors' introduction: The interface between econometrics and economic theory (Q278258) (← links)
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
- Volatility comovement: a multifrequency approach (Q292013) (← links)
- High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
- Quantile cointegrating regression (Q302196) (← links)
- Empirical analysis of structural change in credit default swap volatility (Q336123) (← links)
- An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- The impact of warrants introduction: sign effect or magnitude effect? (Q394483) (← links)
- Periodically collapsing Evans bubbles and stock-price volatility (Q397964) (← links)
- Time-varying risk premia (Q433135) (← links)
- Statistical analysis of factor models of high dimension (Q450044) (← links)
- On the dynamics of an oil price model (Q469919) (← links)
- Unexplained factors and their effects on second pass \(R\)-squared's (Q496150) (← links)
- A theoretical foundation of portfolio resampling (Q497474) (← links)
- Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin (Q500523) (← links)
- Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
- Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (Q508411) (← links)
- Spurious regressions in technical trading (Q528012) (← links)
- Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
- Econometric analysis of present value models when the discount factor is near one (Q528078) (← links)
- Heavy tails of OLS (Q528137) (← links)
- Fat tails, VaR and subadditivity (Q528149) (← links)
- Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
- A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
- Institutional architectures and behavioral ecologies in the dynamics of financial markets (Q556412) (← links)
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation (Q620558) (← links)
- Affine Nelson-Siegel model (Q621711) (← links)
- The heterogeneous expectations hypothesis: Some evidence from the lab (Q622229) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103) (← links)
- Law of the minimum paradoxes (Q644472) (← links)
- Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets (Q652875) (← links)
- Esscher transforms and consumption-based models (Q659151) (← links)
- Correlation and the pricing of risks (Q665786) (← links)
- Optimal portfolio allocation with higher moments (Q665798) (← links)
- Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks (Q665823) (← links)
- Runs tests for assessing volatility forecastability in financial time series (Q704067) (← links)
- Sequential monitoring of portfolio betas (Q725685) (← links)
- On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio (Q732229) (← links)
- Efficient estimation of a multivariate multiplicative volatility model (Q736688) (← links)
- Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (Q737896) (← links)
- Dynamic factors in the presence of blocks (Q737940) (← links)
- Statistical estimation for CAPM with long-memory dependence (Q764801) (← links)
- Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory (Q844582) (← links)
- Quantifying and understanding the economics of large financial movements (Q844583) (← links)
