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Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns
Chen, Yuting; Potì, Valerio - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071365
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How accurate are confidence intervals for impulse responses in large VAR models?
Kilian, Lutz; Chang, Pao-Li - In: Economics letters 69 (2000) 3, pp. 299-307
Persistent link: https://www.econbiz.de/10001525599
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How accurate are confidence intervals for impulse responses in large VAR models?
Kilian, Lutz; Chang, Pao-Li - In: Economics letters 69 (2000) 3, pp. 299-308
Persistent link: https://www.econbiz.de/10006778092