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~institution:"International Center for Financial Asset Management and Engineering"
~institution:"University of Cambridge / Department of Applied Economics"
~subject:"Capital income"
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
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Capital income
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Pesaran, M. Hashem
4
Timmermann, Allan
3
Jondeau, Eric
2
Menoncin, Francesco
2
Rockinger, Michael
2
Sancetta, Alessio
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Satchell, Stephen
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1
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1
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1
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1
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International Center for Financial Asset Management and Engineering
University of Cambridge / Department of Applied Economics
National Bureau of Economic Research
700
OECD
29
Federal Reserve Bank of St. Louis
25
European University Institute / Department of Law
23
Erasmus Research Institute of Management
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Center for Economic Research <Tilburg>
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IGI Global
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Institute of Finance and Accounting <London>
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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Econometrisch Instituut <Rotterdam>
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Deutsche Forschungsgemeinschaft
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Gottfried Wilhelm Leibniz Universität Hannover
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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
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2
How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729369
Saved in:
3
Conditional dependency of financial series : the copula-GARCH model
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791437
Saved in:
4
New test statistics for market timing with applications to emerging markets
Sancetta, A.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703644
Saved in:
5
Who are the best? : Local versus foreign analysts on the Latin American stock markets
Bacmann, Jean-François
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791447
Saved in:
6
Forecasting distributions with experts advice
Sancetta, Alessio
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002809022
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7
Forecasting using time varying meta-elliptical distributions with a study of commodity prices
Sancetta, Alessio
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002809053
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8
Small sample properties of forecasts from autoregressive models under structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766130
Saved in:
9
Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808714
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10
Generalised mean-variance analysis and robust portfolio diversification
Wright, Stephen M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001644792
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