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Wright meets Markowitz : how standard portfolio theory changes when assets are technologies following experience curves
Way, Rupert; Lafond, François; Lillo, Fabrizio; … - In: Journal of economic dynamics & control 101 (2019), pp. 211-238
Persistent link: https://www.econbiz.de/10012131054
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Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.; Panchenko, Valentyn; Sokolinskiy, Oleg; … - In: Journal of economic dynamics & control 48 (2014), pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
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Asset prices, traders' behavior and market design
Anufriev, Mikhail; Panchenko, Valentyn - In: Journal of economic dynamics & control 33 (2009) 5, pp. 1073-1090
Persistent link: https://www.econbiz.de/10003844183
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Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1596-1609
Persistent link: https://www.econbiz.de/10009125848
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Asset price dynamics with heterogeneous beliefs and local network interactions
Panchenko, Valentyn; Gerasymchuk, Sergiy; Pavlov, Oleg V. - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2623-2642
Persistent link: https://www.econbiz.de/10010348113
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A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees G. H.; Panchenko, Valentyn - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1647-1669
Persistent link: https://www.econbiz.de/10003370351