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~person:"Ayala, Astrid"
~subject:"Portfolio selection"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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Portfolio selection
Statistische Verteilung
Multivariate Verteilung
3
Multivariate distribution
3
Portfolio-Management
3
Theorie
3
Theory
3
dynamic conditional score (DCS) models
2
Aktienmarkt
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Beta-Gen-t-EGARCH with leverage effects
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Coronavirus
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DCS copula models
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DCS model with Student’s t copula
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Dynamic Conditional Score (DCS) models
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Equity market neutral hedge funds
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Forecasting model
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equity-gold portfolios
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generalized autoregressive score (GAS) models
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model confidence set (MCS)
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Ayala, Astrid
Tiwari, Aviral Kumar
7
Weiß, Gregor
7
Yang, Jingping
7
Cossette, Hélène
6
Hua, Lei
6
Sahamkhadam, Maziar
6
Berger, Theo
5
Chang, Kuang-Liang
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Ghorbel, Ahmed
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Hammoudeh, Shawkat
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Hernandez, Jose Arreola
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Mba, Jules Clement
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Reboredo, Juan Carlos
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Romagnoli, Silvia
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Karmakar, Madhusudan
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Marceau, Etienne
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Nguyen, Duc Khuong
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Okhrin, Ostap
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Patton, Andrew J.
4
Satchell, Stephen
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Shahzad, Syed Jawad Hussain
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Stephan, Andreas
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Su, Jianxi
4
Barbi, Massimiliano
3
Bedoui, Rihab
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Belkacem, Lotfi
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Blazsek, Szabolcs
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Bouri, Elie
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Di Clemente, Annalisa
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Applied economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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ECONIS (ZBW)
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Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 705-731
Persistent link: https://www.econbiz.de/10014506866
Saved in:
2
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
Saved in:
3
Score-driven copula models for portfolios of two risky assets
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
The European journal of finance
24
(
2018
)
18
,
pp. 1861-1884
Persistent link: https://www.econbiz.de/10012259236
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