Showing 1 - 10 of 36
Persistent link: https://www.econbiz.de/10012610875
Persistent link: https://www.econbiz.de/10015432887
Persistent link: https://www.econbiz.de/10011692389
Persistent link: https://www.econbiz.de/10012499096
Persistent link: https://www.econbiz.de/10012110361
Persistent link: https://www.econbiz.de/10012439068
Persistent link: https://www.econbiz.de/10012439399
Persistent link: https://www.econbiz.de/10012053143
Most financial signals show time dependency that, combined with noisy and extreme events, poses serious problems in the parameter estimations of statistical models. Moreover, when addressing asset pricing, portfolio selection, and investment strategies, accurate estimates of the relationship...
Persistent link: https://www.econbiz.de/10013272673
Persistent link: https://www.econbiz.de/10013397655