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subject:"Portfolio-Management"
subject:"USA"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Cho, Dooyeon"
~subject:"Forecasting model"
~subject:"Theorie"
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Portfolio-Management
USA
Forecasting model
Theorie
Theory
4
Estimation
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3
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2
Markov chain
2
Markov-Kette
2
Portfolio selection
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Wechselkurs
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ARCH model
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ARCH-Modell
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Band of inaction
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CAPM
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Covered interest arbitrage
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Currency derivative
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Deutschland
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Dynamic conditional score
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Bernardi, Mauro
Cho, Dooyeon
Gouriéroux, Christian
5
Baillie, Richard
4
Dionne, Georges
3
Harvey, Campbell R.
3
Harvey, David I.
3
Kim, Dongcheol
3
Koedijk, Kees
3
Koop, Gary
3
Leybourne, Stephen James
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Li, Kai
3
Nijman, Theodore E.
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Scaillet, Olivier
3
Tzavalis, Elias
3
Wang, Yudong
3
Zhou, Guofu
3
Bekaert, Geert
2
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2
Brown, Sarah
2
Caporin, Massimiliano
2
Cerrato, Mario
2
Chang, Sanders S.
2
Conlon, Thomas
2
Conrad, Christian
2
Cotter, John
2
Dacorogna, Michel M.
2
Dufour, Jean-Marie
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Galbraith, John W.
2
Gospodinov, Nikolaj
2
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2
Gribisch, Bastian
2
Herrera, Rodrigo
2
Horst, Jenke R. ter
2
Härdle, Wolfgang
2
Ibikunle, Gbenga
2
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Journal of empirical finance
Journal of international financial markets, institutions & money
2
Applied economics
1
CEIS Working Paper
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Insurance / Mathematics & economics
1
International journal of computational economics and econometrics
1
International journal of forecasting
1
Journal of risk and financial management : JRFM
1
Review of economic dynamics
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The European journal of finance
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ECONIS (ZBW)
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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
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:
3
Assessing Euro crises from a time varying international CAPM approach
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
39
(
2016
),
pp. 197-208
Persistent link: https://www.econbiz.de/10011663843
Saved in:
4
The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon
- In:
Journal of empirical finance
34
(
2015
),
pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
Saved in:
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