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Let's Get LADE : Robust Estima...
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691
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1
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
2
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
Saved in:
3
Robust estimation of skewness and kurtosis in distributions with infinite higher moments
Bonato, Matteo
- In:
Finance research letters
8
(
2011
)
2
,
pp. 77-87
Persistent link: https://www.econbiz.de/10009301294
Saved in:
4
Robust estimation of covariance and its application to portfolio optimization
Huo, Lijuan
;
Kim, Tae-hwan
;
Kim, Yunmi
- In:
Finance research letters
9
(
2012
)
3
,
pp. 121-134
Persistent link: https://www.econbiz.de/10009628116
Saved in:
5
Portfolio optimization using asymmetry robust mean absolute deviation model
Li, Ping
;
Han, Yingwei
;
Xia, Yong
- In:
Finance research letters
18
(
2016
),
pp. 353-362
Persistent link: https://www.econbiz.de/10011657302
Saved in:
6
Robust general equilibrium under stochastic
volatility
model
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Finance research letters
7
(
2010
)
4
,
pp. 224-231
Persistent link: https://www.econbiz.de/10009272750
Saved in:
7
Nonparametric estimation and testing of stochastic discount factor
Fang, Ying
;
Ren, Yun
;
Yuan, Yufei
- In:
Finance research letters
8
(
2011
)
4
,
pp. 196-205
Persistent link: https://www.econbiz.de/10009425853
Saved in:
8
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
9
Supervised kernel principal component analysis for forecasting
Gao, Zhaoxing
;
Tsay, Ruey S.
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014581032
Saved in:
10
A multivariate nonparametric test for return and
volatility
timing
Marquering, Wessel A.
;
Verbeek, Marno
- In:
Finance research letters
1
(
2004
)
4
,
pp. 250-260
Persistent link: https://www.econbiz.de/10003307431
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