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~isPartOf:"Working paper"
~language:"eng"
~language:"kor"
~person:"Javed, Farrukh"
~subject:"Portfolio-Management"
~subject:"Volatility"
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Javed, Farrukh
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Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
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A reality check on the GARCH-MIDAS volatility models
Virk, Nader Shahzad
;
Javed, Farrukh
;
Awartani, Basel
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2021
Persistent link: https://www.econbiz.de/10012604771
Saved in:
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Tangency portfolio weights under a skew-normal model in small and large dimensions
Javed, Farrukh
;
Mazur, Stepan
;
Thorsén, Erik
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2021
Persistent link: https://www.econbiz.de/10012605420
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