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isPartOf:"Review of international economics"
subject:"Estimation"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Kim, Dongcheol"
~person:"Yanase, Akihiko"
~subject:"Risk measures"
~subject:"Theory"
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Bernardi, Mauro
Kim, Dongcheol
Yanase, Akihiko
Jones, Ronald Winthrop
10
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Review of international economics
Journal of empirical finance
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ECONIS (ZBW)
10
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1
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
2
Policy reform and optimal policy mix in a polluted small open economy with tourism
Yanase, Akihiko
- In:
Review of international economics
25
(
2017
)
3
,
pp. 607-625
Persistent link: https://www.econbiz.de/10011752398
Saved in:
3
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
4
The forecast dispersion anomaly revisited : time-series forecast dispersion and the cross-section of stock returns
Kim, Dongcheol
;
Na, Haejung
- In:
Journal of empirical finance
39
(
2016
),
pp. 37-53
Persistent link: https://www.econbiz.de/10011663264
Saved in:
5
Investment in infrastructure and effects of tourism boom
Yanase, Akihiko
- In:
Review of international economics
23
(
2015
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10011296794
Saved in:
6
Trade and global pollution in dynamic oligopoly with corporate environmentalism
Yanase, Akihiko
- In:
Review of international economics
20
(
2012
)
5
,
pp. 924-943
Persistent link: https://www.econbiz.de/10009714025
Saved in:
7
Trade, strategies, environmental policy, and global pollution
Yanase, Akihiko
- In:
Review of international economics
18
(
2010
)
3
,
pp. 493-512
Persistent link: https://www.econbiz.de/10008668057
Saved in:
8
Dynamic games of environmental policy in a global economy : taxes versus quotas
Yanase, Akihiko
- In:
Review of international economics
15
(
2007
)
3
,
pp. 592-611
Persistent link: https://www.econbiz.de/10003507024
Saved in:
9
Structural change and time dependence in models of stock returns
Kim, Dongcheol
;
Kon, Stanley Jay
- In:
Journal of empirical finance
6
(
1999
)
3
,
pp. 283-308
Persistent link: https://www.econbiz.de/10001426368
Saved in:
10
Asset pricing models with and without consumption data : an empirical evaluation
Hardouvelis, Gikas A.
- In:
Journal of empirical finance
3
(
1996
)
3
,
pp. 267-301
Persistent link: https://www.econbiz.de/10001206313
Saved in:
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