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The most simple methodology to create a valid correlation matrix for risk management and option pricing purposes
Simonian, Joseph - In: Applied economics letters 17 (2010) 16/18, pp. 1767-1768
Persistent link: https://www.econbiz.de/10009232146
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Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio
Kim, Hee-Soo; Shin, Dong-wan - In: Applied economics letters 26 (2019) 8, pp. 661-668
Persistent link: https://www.econbiz.de/10012204303
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A random matrix theory approach to test for agricultural productivity convergence
Surry, Yves; Galanopoulos, Konstantinos - In: Applied economics letters 21 (2014) 16/18, pp. 1319-1323
Persistent link: https://www.econbiz.de/10010467415
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The effect of a variance shift on the Breusch-Godfrey's LM test
Hyun, Joo-Yeon; Mun, Hyeong Ho; Kim, Tae-hwan; Jeong, Jinook - In: Applied economics letters 17 (2010) 4/6, pp. 399-404
Persistent link: https://www.econbiz.de/10003979503
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Returns to education and wage equations : a dynamic approach
Andini, Corrado - In: Applied economics letters 14 (2007) 7/9, pp. 577-579
Persistent link: https://www.econbiz.de/10003512269
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Understanding the Irish price-rent ratio : an unobserved component approach
Kim, Jangryoul; Lim, Gieyoung - In: Applied economics letters 21 (2014) 10/12, pp. 836-841
Persistent link: https://www.econbiz.de/10010416236
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Testing for stationarity using covariates : an application to purchasing power parity
Amara, Jomana - In: Applied economics letters 18 (2011) 13/15, pp. 1295-1301
Persistent link: https://www.econbiz.de/10009348087
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Finite-maturity stock loans under the constant elasticity of variance model
Yan, Li; Qin, Xiaoer; Li, Haoqi - In: Applied economics letters 26 (2019) 4, pp. 316-320
Persistent link: https://www.econbiz.de/10012204199
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Should (co)jump variation be included in asset allocation?
Chen, Zirong; Lin, Haonan; Zheng, Xu - In: Applied economics letters 29 (2022) 20, pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
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Correlation evidence in the dynamics of agricultural commodity prices
Boroumand, Raphaël Homayoun; Goutte, Stephane; … - In: Applied economics letters 21 (2014) 16/18, pp. 1238-1242
Persistent link: https://www.econbiz.de/10010465638