Portfolio Selection with Estimation Risk: A Test-Based Approach.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 1, p. 164, doi. 10.1093/jjfinec/nbr008
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2012 AND VI 10 AND IP 1
Results: 6
1
2
Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 1, p. 124, doi. 10.1093/jjfinec/nbr007
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- Publication type:
- Article
3
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 1, p. 198, doi. 10.1093/jjfinec/nbr009
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- Publication type:
- Article
4
Microinformation, Nonlinear Filtering, and Granularity.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 1, p. 1, doi. 10.1093/jjfinec/nbr010
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- Publication type:
- Article
5
Forecasting intraday volatility in the US equity market. Multiplicative component GARCH.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 1, p. 54, doi. 10.1093/jjfinec/nbr005
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- Publication type:
- Article
6
On the Importance of Time Variability in Higher Moments for Asset Allocation.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 1, p. 84, doi. 10.1093/jjfinec/nbr006
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- Publication type:
- Article