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Structural Breaks and Diversif...
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Theory
growth optimal portfolio
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Dinh Trung Nguyen
3
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3
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2
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1
Does it pay to diversify real estate assets? : A literary perspective
Wilson, Patrick James
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001757386
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2
Circumstantial evidence of the influence of estate agents on exchange price and market reserve price
Wilson, Patrick James
-
1993
Persistent link: https://www.econbiz.de/10000970826
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3
Shared information - comparing multilist and franchise operations
Wilson, Patrick James
-
1993
Persistent link: https://www.econbiz.de/10000970910
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4
Monocentricity and its application to the Sydney housing market
Dwyer, Wayne
;
Wilson, Patrick James
-
1993
Persistent link: https://www.econbiz.de/10000874758
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5
Unit root testing with known and unknown structural breaks in property and equity markets
Wilson, Patrick James
;
Okunev, John
-
1996
Persistent link: https://www.econbiz.de/10000985536
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6
Using nonlinear tests to examine integration between real estate and stock markets
Okunev, John
- In:
Real estate economics : journal of the American Real …
25
(
1997
)
3
,
pp. 487-503
Persistent link: https://www.econbiz.de/10001228423
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7
Diagnostics for time series analysis
Gerlach, Richard
;
Carter, Chris K.
;
Kohn, Robert
-
1997
Persistent link: https://www.econbiz.de/10000965127
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8
Bayesian semi-parametric realized conditional autoregressive expectile models for tail risk forecasting
Gerlach, Richard
;
Wang, Chao
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 105-138
Persistent link: https://www.econbiz.de/10012878188
Saved in:
9
Semi-parametric financial risk forecasting incorporating multiple realized measures
Peiris, Rangika
;
Wang, Chao
;
Gerlach, Richard
; …
- In:
Quantitative finance
24
(
2024
)
12
,
pp. 1823-1837
Persistent link: https://www.econbiz.de/10015196974
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10
Exponentially smoothing the skewed laplace distribution for value-at-risk forecasting
Gerlach, Richard
;
Lu, Zu-di
;
Huang, Hai
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 534-550
Persistent link: https://www.econbiz.de/10009789677
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