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~accessRights:"restricted"
~person:"Drobetz, Wolfgang"
~person:"Pesaran, M. Hashem"
~subject:"Finanzanalyse"
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Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management
Pesaran, M. Hashem
;
Zaffaroni, Paolo
-
2005
Persistent link: https://www.econbiz.de/10003224850
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2
Investing in gold : market timing or buy-and-hold?
Baur, Dirk G.
;
Dichtl, Hubert
;
Drobetz, Wolfgang
; …
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012435721
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Performance measurement of crypto funds
Dombrowski, Niclas
;
Drobetz, Wolfgang
;
Momtaz, Paul
- In:
Economics letters
228
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014451146
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