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How can long memory in volatility be eliminated in portfolio optimization : an empirical evidence using copulas
Mzoughi, Hela; Mansouri, Fayçal - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 1-14
Persistent link: https://www.econbiz.de/10010338365
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Small sample properties of existing and new estimators of the autocorrelation coefficient and regression coefficents in the context of AR(1) errors
Sharma, Subhash Chandra; Coleman, Brian - In: Journal of quantitative economics : official journal of … 3 (2005) 1, pp. 133-160
Persistent link: https://www.econbiz.de/10003234445
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Robust specification testing in regression : the freset test and autocorrelated disturbances
DeBenedictis, Linda F.; Giles, David E. A. - In: Journal of quantitative economics : official journal of … 15 (1999) 1, pp. 67-75
Persistent link: https://www.econbiz.de/10001488723
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On forecast performance of SETAR model : an empirical investigation
Samanta, G. P. - In: Journal of quantitative economics : official journal of … 15 (1999) 1, pp. 89-114
Persistent link: https://www.econbiz.de/10001488725
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Some thoughts about S. James Press and Bayesian analysis
Zellner, Arnold - In: Journal of quantitative economics : official journal of … 5 (2007) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10003789539
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Adjustment of inputs and measurement of time-varying technical efficiency : a dynamic panel data analysis
Bhattacharyya, Aditi - In: Journal of quantitative economics : official journal of … 12 (2014) 1, pp. 31-50
Persistent link: https://www.econbiz.de/10011504393
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Efficient estimation of a partial linear model under heteroskedasticity with unknown form
Lin, Eric S. - In: Journal of quantitative economics : official journal of … 5 (2007) 2, pp. 19-39
Persistent link: https://www.econbiz.de/10003789546
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Identifiability of stochastic frontier models
Bandyopadhyay, Debdas; Das, Arabinda - In: Journal of quantitative economics : official journal of … 6 (2008) 1/2, pp. 57-70
Persistent link: https://www.econbiz.de/10003906267
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A Monte Carlo power comparison of the classical and one-sided procedures for testing linear inequalities
Bao, Yong; Firoozi, Fathali; Lo, Melody - In: Journal of quantitative economics : official journal of … 6 (2008) 1/2, pp. 233-239
Persistent link: https://www.econbiz.de/10003906300
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Performance of differential evolution method in least squares fitting of some typical nonlinear curves
Mishra, S. K. - In: Journal of quantitative economics : official journal of … 5 (2007) 1, pp. 140-177
Persistent link: https://www.econbiz.de/10003674435