Narrow search
Showing 1 - 5 of 5
Cover Image
Testing for GARCH effects: A one-sided approach
Demos, Antonis; Sentana, Enrique - In: Journal of econometrics 86 (1998) 1, pp. 97-128
Persistent link: https://www.econbiz.de/10006788946
Cover Image
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A. - In: Journal of econometrics 86 (1998) 1, pp. 97-127
Persistent link: https://www.econbiz.de/10001243865
Cover Image
Testing for prospect and Markowitz stochastic dominance efficiency
Arvanitis, Stelios; Topaloglou, Nikolas - In: Journal of econometrics 198 (2017) 2, pp. 253-270
Persistent link: https://www.econbiz.de/10011818790
Cover Image
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry; Karabati, Selcuk; Arvanitis, Stelios - In: Journal of econometrics 206 (2018) 1, pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Cover Image
Spanning tests for Markowitz stochastic dominance
Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas - In: Journal of econometrics 217 (2020) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10012482763