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Minimum Rényi entropy portfolios
Lassance, Nathan
;
Vrins, Frédéric
-
2019
Persistent link: https://www.econbiz.de/10011993497
Saved in:
2
Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework
Braione, Manuela
;
Scholtes, Nicolas K.
-
2014
Persistent link: https://www.econbiz.de/10010484186
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3
Stochastic equilibrium models for generation capacity expansion
Ehrenmann, Andreas
;
Smeers, Yves
-
2010
Persistent link: https://www.econbiz.de/10008648880
Saved in:
4
Commodities inventory effect
Carpantier, Jean-François
-
2010
Persistent link: https://www.econbiz.de/10008649479
Saved in:
5
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
Sbrana, Giacomo
;
Silvestrini, Andrea
-
2010
Persistent link: https://www.econbiz.de/10008649481
Saved in:
6
A component GARCH model with time varying weights
Bauwens, Luc
(
contributor
);
Storti, G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003432749
Saved in:
7
Intradaily seasonality of returns distribution : a quantile regression approach and intradaily VaR estimation
Coroneo, Laura
(
contributor
);
Veredas, David
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375899
Saved in:
8
The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386833
Saved in:
9
Short-term market timing using the Bond-Equity Yield Ratio
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386845
Saved in:
10
Intra-daily FX optimal portfolio allocation
Bauwens, Luc
(
contributor
);
Ben Omrane, Walid
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326698
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