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person:"Blake, David"
~isPartOf:"Journal of econometrics"
~person:"Chan, Thomas W. C."
~person:"Hafner, Christian M."
~person:"Račev, Svetlozar T."
~source:"econis"
~subject:"Portfolio selection"
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Blake, David
Chan, Thomas W. C.
Hafner, Christian M.
Račev, Svetlozar T.
Sentana, Enrique
5
Fan, Jianqing
3
Linton, Oliver
3
Xiu, Dacheng
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Arvanitis, Stelios
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Aït-Sahalia, Yacine
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Francq, Christian
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Hansen, Lars Peter
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Li, Yingying
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Warusawitharana, Missaka
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Zakoïan, Jean-Michel
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Zhang, Zhengjun
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Zheng, Xinghua
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Augustyniak, Maciej
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Badescu, Alexandru
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Bandi, Federico M.
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Journal of econometrics
Discussion paper / The Pensions Institute, Cass Business School, City University
15
The Frank J. Fabozzi series
5
Discussion paper / the Pensions Institute, Birkbeck College, University of London
4
Handbook of heavy tailed distributions in finance
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International journal of theoretical and applied finance
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The journal of investing
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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Dynamic Modeling and Econometrics in Economics and Finance
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Frontiers in pension finance
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International journal of Islamic and Middle Eastern finance and management
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Journal of risk and financial management
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
2
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
3
Estimation of a multiplicative correlation structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 431-470
Persistent link: https://www.econbiz.de/10012482816
Saved in:
4
Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
Blake, David
;
Caulfield, Tristan
;
Ioannidis, Christos
; …
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 202-210
Persistent link: https://www.econbiz.de/10010506059
Saved in:
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