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Inference on risk-neutral measures for incomplete markets
Kaido, Hiroaki; White, Halbert - In: Journal of financial econometrics : official journal of … 7 (2009) 3, pp. 199-246
Persistent link: https://www.econbiz.de/10003884182
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Forecast precision and portfolio performance
Kane, Alex; Kim, Tae-hwan; White, Halbert - In: Journal of financial econometrics : official journal of … 8 (2010) 3, pp. 265-304
Persistent link: https://www.econbiz.de/10003997367
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Granger causality and dynamic structural systems
White, Halbert; Lu, Xun - In: Journal of financial econometrics : official journal of … 8 (2010) 2, pp. 193-243
Persistent link: https://www.econbiz.de/10008652230
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Introduction to special issue of Journal of Financial Econometrics in Honor of Hal White
Timmermann, Allan (contributor); White, Halbert (honouree) - 2014
Persistent link: https://www.econbiz.de/10010391942
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Asymptotic and Bayesian confidence intervals for sharpe-style weights
Kim, Tae-hwan; White, Halbert; Stone, Douglas - In: Journal of financial econometrics : official journal of … 3 (2005) 3, pp. 315-343
Persistent link: https://www.econbiz.de/10002989025