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~institution:"International Center for Financial Asset Management and Engineering"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Capital income"
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"Zinsstruktur"
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Capital income
Mathematische Optimierung
Portfolio-Management
Prognoseverfahren
Zinsstruktur
Theorie
31
Theory
31
Forecasting model
8
Portfolio selection
8
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5
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English
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McAleer, Michael
7
Caporin, Massimiliano
4
Scaillet, Olivier
3
Castle, Jennifer
2
Menoncin, Francesco
2
Qin, Xiaochuan
2
Reid, W. Robert
2
Anderson, Warwick
1
Asai, Manabu
1
Bacchetta, Philippe
1
Bacmann, Jean-François
1
Battocchio, Paolo
1
Berk, Jonathan B.
1
Bolliger, Guido
1
Chang, Chia-Lin
1
Cheng, Peng
1
Demchuk, Andriy
1
Ehling, Paul
1
Franses, Philip Hans
1
Green, Richard C.
1
Isakov, Dušan
1
Jondeau, Eric
1
Medeiros, Marcelo C.
1
Oxley, Les
1
Ramos, Sofia B.
1
Rockinger, Michael
1
Sonney, Frédéric
1
Van Wincoop, Eric
1
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International Center for Financial Asset Management and Engineering
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
856
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
OECD
29
Erasmus Research Institute of Management
26
Federal Reserve Bank of St. Louis
26
European University Institute / Department of Law
23
Institute of Finance and Accounting <London>
21
Rodney L. White Center for Financial Research
21
Springer Fachmedien Wiesbaden
21
Center for Economic Research <Tilburg>
20
Ekonomiska forskningsinstitutet <Stockholm>
20
IGI Global
20
Deutsche Forschungsgemeinschaft
18
Econometrisch Instituut <Rotterdam>
18
Centre for Analytical Finance <Århus>
16
Frank J. Fabozzi Associates <New Hope, Pa.>
14
Federal Reserve System / Division of Research and Statistics
13
Gottfried Wilhelm Leibniz Universität Hannover
13
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
12
The Wharton Financial Institutions Center
12
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
12
Birkbeck College / Department of Economics
11
Federal Reserve Bank of San Francisco
11
Innocenzo Gasparini Institute for Economic Research <Mailand>
11
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
11
University of Exeter / Department of Economics
11
Christian-Albrechts-Universität zu Kiel
10
European University Institute / Department of Economics
10
Rutgers University / Department of Economics
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University of Strathclyde / Department of Economics
10
Verlag Dr. Kovač
10
World Bank
10
Österreichisches Institut für Wirtschaftsforschung
10
Chambre de commerce et d'industrie de Paris
9
Universität Mannheim
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Institut für Höhere Studien
8
Institut für Weltwirtschaft
8
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ECONIS (ZBW)
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1
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
2
Combining non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689066
Saved in:
3
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
4
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
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 realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
7
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
9
Mutual fund flows and performance in rational markets
Berk, Jonathan B.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865022
Saved in:
10
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
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