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~person:"Avdulaj, Krenar"
~person:"Smith, Michael S."
~source:"econis"
~subject:"Portfolio selection"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Multivariate Verteilung"
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Portfolio selection
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15
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7
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7
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Avdulaj, Krenar
Smith, Michael S.
Kim, Jong-Min
8
Manner, Hans
8
Okhrin, Ostap
8
Weiß, Gregor
8
Yang, Jingping
8
Cossette, Hélène
7
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6
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6
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5
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5
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5
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5
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5
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5
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5
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5
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5
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4
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4
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4
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4
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2
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2
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2
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1
Finance a úvěr
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
2
Bayesian inference for regression copulas
Smith, Michael S.
;
Klein, Nadja
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 712-728
Persistent link: https://www.econbiz.de/10012587971
Saved in:
3
Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Loiza-Maya, Ruben
;
Smith, Michael S.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 470-486
Persistent link: https://www.econbiz.de/10012262488
Saved in:
4
Inversion copulas from nonlinear state space models with an application to inflation forecasting
Smith, Michael S.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 389-407
Persistent link: https://www.econbiz.de/10012030987
Saved in:
5
A semiparametric nonlinear quantile regression model for financial returns
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10011650231
Saved in:
6
Are benefits from oil-stocks diversification gone? : new evidence from a dynamic copula and high frequency data
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Energy economics
51
(
2015
),
pp. 31-44
Persistent link: https://www.econbiz.de/10011564203
Saved in:
7
Copula modelling of dependence in multivariate time series
Smith, Michael S.
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 815-833
Persistent link: https://www.econbiz.de/10011474586
Saved in:
8
Can we still benefit from international diversification? : the case of the Czech and German stock markets
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Finance a úvěr
63
(
2013
)
5
,
pp. 425-442
Persistent link: https://www.econbiz.de/10010244836
Saved in:
9
Modelling dependence using skew t copulas : Bayesian inference and applications
Smith, Michael S.
;
Quan Gan
;
Kohn, Robert J.
- In:
Journal of applied econometrics
27
(
2012
)
3
,
pp. 500-522
Persistent link: https://www.econbiz.de/10009618600
Saved in:
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