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subject:"Portfolio selection"
subject:"Risk"
~isPartOf:"CREATES research paper"
~subject:"Zeitreihenanalyse"
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Portfolio selection
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Zeitreihenanalyse
Theorie
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Theory
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Forecasting model
46
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46
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39
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Podolskij, Mark
6
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Johansen, Søren
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Santucci de Magistris, Paolo
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Ergemen, Yunus Emre
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Haldrup, Niels
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2
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2
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2
Noriega-Muro, Antonio E.
2
Rossi, Eduardo
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
403
Discussion paper / Tinbergen Institute
267
CESifo working papers
220
Discussion paper / Centre for Economic Policy Research
214
Working paper
164
Research paper series / Swiss Finance Institute
158
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
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102
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99
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97
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93
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81
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78
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77
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76
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39
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37
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
36
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
35
Econometric Institute research papers
34
CFS working paper series
32
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31
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
31
CoFE discussion papers
30
IMF working paper
30
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ECONIS (ZBW)
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1
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
2
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
3
Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo
-
2020
Persistent link: https://www.econbiz.de/10012433973
Saved in:
4
Risk matters : breaking certainty equivalence
Parra-Alvarez, Juan Carlos
;
Polattimur, Hamza
;
Posch, Olaf
-
2020
Persistent link: https://www.econbiz.de/10012317665
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5
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
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6
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
7
Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel
;
Christensen, Bent Jesper
;
Ergemen, Yunus Emre
-
2019
Persistent link: https://www.econbiz.de/10011991275
Saved in:
8
Time-varying parameters : new test tailored to applications in finance and macroeconomics
Davidson, Russell
;
Grønborg, Niels S.
-
2018
Persistent link: https://www.econbiz.de/10011913753
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9
State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai
;
Bauwens, Luc
-
2018
Persistent link: https://www.econbiz.de/10011946395
Saved in:
10
Predicting bond betas using macro-finance variables
Aslanidis, Nektarios
;
Christiansen, Charlotte
; …
-
2017
Persistent link: https://www.econbiz.de/10011587625
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