Realized mean-variance efficient portfolio selection and euro area stock market integration
Year of publication: |
2010
|
---|---|
Authors: | Morana, Claudio |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 20.2010, 12, p. 989-1002
|
Saved in:
Saved in favorites
Similar items by person
-
Volatility of interest rates in the euro area
Cassola, Nuno, (2003)
-
A structural common factor approach to core inflation estimation and forecasting
Morana, Claudio, (2004)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
- More ...