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Forecasting distributions with experts advice
Sancetta, Alessio
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2005
Persistent link: https://www.econbiz.de/10002809022
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2
Forecasting using time varying meta-elliptical distributions with a study of commodity prices
Sancetta, Alessio
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contributor
); …
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2005
Persistent link: https://www.econbiz.de/10002809053
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3
Changing correlation and portfolio diversification failure in the presence of large market losses
Sancetta, Alessio
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764558
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4
Nonparametric estimation of multivariate distributions with given marginals : L2 theory
Sancetta, Alessio
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764560
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5
Bayesian estimation of risk-premia in an APT context
Darsinos, Theofanis
(
contributor
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766123
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Bayesian forecasting of options prices : a natural framework for pooling historical and implied volatility information
Darsinos, Theofanis
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contributor
); …
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001626634
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7
Modelling experience a signal accumulation
Sgroi, Daniel
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001647195
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8
Cyclical components in economic time series : a Bayesian approach
Harvey, Andrew C.
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726438
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Improving the estimates of the risk premia : application in the UK financial market
Pitsillis, M.
;
Satchell, Stephen
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593475
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10
Estimation in Hazard regression models under ordered departures from proportionality
Bhattacharjee, Arnab
(
contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777899
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