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subject:"Portfolio-Management"
institution:"European University Institute / Department of Law"
~institution:"Birkbeck College / Department of Economics"
~subject:"VAR model"
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Portfolio-Management
VAR model
Theorie
128
Theory
128
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18
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13
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13
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12
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Allen, Franklin
2
Babus, Ana
2
Blake, David
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Bonaparte, Yosef
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Carletti, Elena
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Cooper, Russell W.
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Kriwoluzky, Alexander
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Lütkepohl, Helmut
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Bardsen, Gunnar
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European University Institute / Department of Law
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National Bureau of Economic Research
263
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
Institute of Finance and Accounting <London>
15
European University Institute / Department of Economics
12
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
11
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Ekonomiska forskningsinstitutet <Stockholm>
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Springer Fachmedien Wiesbaden
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Goethe-Universität Frankfurt am Main
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Nationalekonomiska Institutionen <Lund>
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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4
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
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1
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
2
Adapting the Litterman prior for cointegrated VARs
Markun, Michal
-
2011
Persistent link: https://www.econbiz.de/10009238622
Saved in:
3
Rationalizing trading frequency and returns
Bonaparte, Yosef
;
Cooper, Russell W.
-
2010
Persistent link: https://www.econbiz.de/10003974947
Saved in:
4
Financial connections and systemic risk
Allen, Franklin
;
Babus, Ana
;
Carletti, Elena
-
2010
Persistent link: https://www.econbiz.de/10003974972
Saved in:
5
Financial connections and systemic risk
Allen, Franklin
;
Babus, Ana
;
Carletti, Elena
-
2010
Persistent link: https://www.econbiz.de/10003985584
Saved in:
6
Durable consumption and asset management with transaction and observation costs
Alvarez, Fernando
;
Guiso, Luigi
;
Lippi, Francesco
-
2010
Persistent link: https://www.econbiz.de/10003960118
Saved in:
7
Costly portfolio adjustment
Bonaparte, Yosef
;
Cooper, Russell W.
-
2010
Persistent link: https://www.econbiz.de/10003960559
Saved in:
8
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867341
Saved in:
9
Matching theory and data : Bayesian vector autoregression and dynamic stochastic general equilibrium models
Kriwoluzky, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003897072
Saved in:
10
Pre-announcement and timing : the effects of a government expenditure shock
Kriwoluzky, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003897242
Saved in:
11
The home bias of the poor : terms of trade effects and and portfolios across the wealth distribution
Broer, Tobias
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003787628
Saved in:
12
Pension schemes as options on pension fund assets : implications for pension fund management
Blake, David
-
1995
Persistent link: https://www.econbiz.de/10000930381
Saved in:
13
Efficiency, risk aversion and portfolio insurance : an analysis of financial asset portfolios held by investors in the United Kingdom
Blake, David
-
1995
Persistent link: https://www.econbiz.de/10000924810
Saved in:
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