- Sprache
-
Englisch
- Erschienen in
-
Journal: Econometrics; ISSN: 2225-1146; Volume: 5; Year: 2017; Issue: 2; Pages: 1-33
Bezug (was)
Wirtschaft
Financial Econometrics
Portfolio Choice; Investment Decisions
asset allocation
backtest-overfitting
non-ellipticity
Financial Econometrics
Portfolio Choice; Investment Decisions
asset allocation
backtest-overfitting
non-ellipticity
Beteiligte Personen und Organisationen
Paolella, Marc S.
Basel: MDPI
Basel: MDPI
Erschienen
Basel: MDPI
- Rechteinformation
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Letzte Aktualisierung
-
18.10.2021, 08:57 MESZ
Objekttyp
- Artikel
Beteiligte
- Paolella, Marc S.
- Basel: MDPI
Entstanden
- Basel: MDPI
Ähnliche Objekte (12)
Continuous and jump betas: Implications for portfolio diversification
A fast, accurate method for value-at-risk and expected shortfall
A spectral model of turnover reduction
Spatial econometrics: A rapidly evolving discipline
Unit roots and structural breaks
Editorial announcement
Goodness-of-fit tests for copulas of multivariate time series
Pair-copula constructions for financial applications: A review
Structural panel VARs
A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
Generalized empirical likelihood-based focused information criterion and model averaging
Sequentially adaptive Bayesian learning for a nonlinear model of the secular and cyclical behavior of US real GDP
Continuous and jump betas: Implications for portfolio diversification
A fast, accurate method for value-at-risk and expected shortfall
A spectral model of turnover reduction
Spatial econometrics: A rapidly evolving discipline
Unit roots and structural breaks
Editorial announcement
Goodness-of-fit tests for copulas of multivariate time series
Pair-copula constructions for financial applications: A review
Structural panel VARs
A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
Generalized empirical likelihood-based focused information criterion and model averaging
Sequentially adaptive Bayesian learning for a nonlinear model of the secular and cyclical behavior of US real GDP
Continuous and jump betas: Implications for portfolio diversification
A fast, accurate method for value-at-risk and expected shortfall
A spectral model of turnover reduction
Spatial econometrics: A rapidly evolving discipline
Unit roots and structural breaks
Editorial announcement
Goodness-of-fit tests for copulas of multivariate time series
Pair-copula constructions for financial applications: A review
Structural panel VARs
A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
Generalized empirical likelihood-based focused information criterion and model averaging