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~isPartOf:"Applied economics"
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Analysis of variance
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Economic benefits of using realized covariance forecasts in risk-based portfolios
Sharma, Prateek
;
Vipul
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 502-516
Persistent link: https://www.econbiz.de/10011412934
Saved in:
2
Shrinkage estimation of mean-variance portfolio
Liu, Yan
;
Chan, Ngai Hang
;
Ng, Chi Tim
;
Wong, Samuel Po …
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453866
Saved in:
3
Portfolio optimization through Kriging methods
Barrosa, Marcelo Rosário da
;
Salles, Arthur Valle
; …
- In:
Applied economics
48
(
2016
)
49/51
,
pp. 4894-4905
Persistent link: https://www.econbiz.de/10011641047
Saved in:
4
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Saved in:
5
A central limit theorem for Latin hypercube sampling with dependence and application to exotic basket option pricing
Aistleitner, Christoph
;
Hofer, Markus
;
Tichy, Robert F.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009685903
Saved in:
6
Are Gulf stock markets efficient? : evidence from new multiple variance ratio tests
Al Ajmi, Jasim
;
Kim, Jae H.
- In:
Applied economics
44
(
2012
)
13/15
,
pp. 1737-1747
Persistent link: https://www.econbiz.de/10009572955
Saved in:
7
Disaggregate evidence on Spanish inflation persistence
Romero-Ávila, Diego
;
Usabiaga Ibáñez, Carlos
- In:
Applied economics
44
(
2012
)
22/24
,
pp. 3029-3046
Persistent link: https://www.econbiz.de/10009616377
Saved in:
8
Testing for causality in variance in the presence of breaks
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002434290
Saved in:
9
Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
Saved in:
10
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
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