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subject:"Kapitaleinkommen"
subject:"Portfolio selection"
~isPartOf:"Economics letters"
~person:"Anatolyev, Stanislav"
~person:"Bruns, Martin"
~subject:"VAR model"
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Kapitaleinkommen
Portfolio selection
VAR model
Estimation
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Anatolyev, Stanislav
Bruns, Martin
Österholm, Pär
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2
Gupta, Rangan
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Karlsson, Sune
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Economics letters
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Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
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Missing mean does no harm to volatility!
Anatolyev, Stanislav
;
Tarasyuk, Irina
- In:
Economics letters
134
(
2015
),
pp. 62-64
Persistent link: https://www.econbiz.de/10011432253
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