Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets.
- Published in:
- Journal of Forecasting, 2008, v. 27, n. 3, p. 193, doi. 10.1002/for.1053
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2008 AND VI 27 AND IP 3
Results: 4
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2
Single-index and portfolio models for forecasting value-at-risk thresholds.
- Published in:
- Journal of Forecasting, 2008, v. 27, n. 3, p. 217, doi. 10.1002/for.1054
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- Publication type:
- Article
3
How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach.
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- Journal of Forecasting, 2008, v. 27, n. 3, p. 237, doi. 10.1002/for.1056
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- Publication type:
- Article
4
Forecasting volatility with noisy jumps: an application to the Dow Jones Industrial Average stocks.
- Published in:
- Journal of Forecasting, 2008, v. 27, n. 3, p. 267, doi. 10.1002/for.1057
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- Publication type:
- Article