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Capital income
Schätztheorie
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11
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value-at-risk
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variance-covariance method
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1
Regularized robust strategic asset allocation under stochastic
variance-covariance
of asset returns
Kikuchi, Kentaro
;
Kusuda, Koji
-
2024
Persistent link: https://www.econbiz.de/10014549549
Saved in:
2
Likelihood-based inference in temporal hierarchies
Møller, Jan Kloppenborg
;
Nystrup, Peter
;
Madsen, Henrik
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 515-531
Persistent link: https://www.econbiz.de/10014547174
Saved in:
3
Portfolio optimization with VaR approach : a comparative analysis for Japan, London, New York and India
Bhatia, Parul
;
Gupta, Priya
- In:
Theoretical and applied economics : GAER review
27
(
2020
)
4/625
,
pp. 245-262
Persistent link: https://www.econbiz.de/10012692462
Saved in:
4
On the consistency of the logistic quasi-MLE under conditional symmetry
Wooldridge, Jeffrey M.
- In:
Economics letters
194
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509308
Saved in:
5
A note on calculating portfolio variance with squares and rectangles
Arnold, Tom
- In:
Journal of financial education
45
(
2019
)
1
,
pp. 88-93
Persistent link: https://www.econbiz.de/10012654493
Saved in:
6
A test for joint market efficiency from an investor’s perspective
Viswanathan, Lakshmi
;
Maheswaran, S.
;
Balasubramanian, G.
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1518-1533
Persistent link: https://www.econbiz.de/10012104496
Saved in:
7
Forecasting the impact of information security breaches on stock market returns and VaR backtest
Colivicchi, Ilaria
;
Vignaroli, Riccardo
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 402-454
Persistent link: https://www.econbiz.de/10012210337
Saved in:
8
Step-by-step computation of corrected asymptotic
variance-covariance
matrices of two-stage estimators in a simultaneous equations model with a mixture of four continuous and binary...
Mohanty, Madhu Sudan
- In:
Applied economics
51
(
2019
)
21
,
pp. 2249-2265
Persistent link: https://www.econbiz.de/10012196674
Saved in:
9
Value-at-risk estimation of foreign exchange rate risk in India
Swami, Onkar Shivraj
;
Pandey, Santosh Kumar
;
Pancholy, …
- In:
Asia-Pacific journal of management research and …
12
(
2016
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011559372
Saved in:
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