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~isPartOf:"Economics letters"
~person:"Ardia, David"
~person:"Baum, Christopher F."
~person:"Keswani, Aneel"
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Ardia, David
Baum, Christopher F.
Keswani, Aneel
Koutmos, Dimitrios
3
Potì, Valerio
3
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2
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ECONIS (ZBW)
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1
The equal-weight tilt in managed portfolios
Hanke, Bernd
;
Keswani, Aneel
;
Quigley, Garrett
;
Stolin, …
- In:
Economics letters
182
(
2019
),
pp. 59-63
Persistent link: https://www.econbiz.de/10012122429
Saved in:
2
Survivorship bias and comparability of UK open-ended fund databases
Hanke, Bernd
;
Keswani, Aneel
;
Quigley, Garrett
; …
- In:
Economics letters
172
(
2018
),
pp. 110-114
Persistent link: https://www.econbiz.de/10012022080
Saved in:
3
GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
4
Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
- In:
Economics letters
116
(
2012
)
3
,
pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
Saved in:
5
Long-term dependence in stock returns
Barkoulas, John T.
- In:
Economics letters
53
(
1996
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
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