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Multiscale optimal portfolios using CAPM fractal regression : estimation for emerging stock markets
Tilfani, Oussama, (2020)
Reducing the bias of the smoothed log periodogram regression for financial high-frequency data
Reschenhofer, Erhard, (2020)
A model-free consistent test for structural change in regression possibly with endogeneity
Fu, Zhonghao, (2019)
The perturbed compound Poisson risk model with two-sided jumps
Zhang, Zhimin, (2009)
A kind of new time-weighted nonnegative lasso index-tracking model and its application
Chen, Qi-an, (2022)
Semiparametric EGARCH model with the case study of China stock market
Yang, Hu, (2011)