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Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.; Diebold, Francis X.; Mariano, … - 2007
Persistent link: https://www.econbiz.de/10003729191
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Core measures of inflation as predictors of total inflation
Crone, Theodore Michael; Khettry, N. Neil K.; Mester, … - 2008
Persistent link: https://www.econbiz.de/10003790609
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Asset allocation and location over the life cycle with survival-contingent payoffs
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2008
Persistent link: https://www.econbiz.de/10003861308
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Forecasting components of consumption with components of consumer sentiment
Wilcox, James A. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003586091
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Real-time measurement of business conditions
Aruoba, S. Borağan (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003586278
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Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2005
Persistent link: https://www.econbiz.de/10003586300
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A strategy-proof test of portfolio returns
Foster, Dean P.; Young, H. Peyton - 2011
Persistent link: https://www.econbiz.de/10009303205
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Asset commonality, debt maturity and systemic risk
Allen, Franklin; Babus, Ana; Carletti, Elena - 2011
Persistent link: https://www.econbiz.de/10009490252
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Sources of inconsistencies in risk weighted asset determinations
Araten, Michel - 2013
Persistent link: https://www.econbiz.de/10010238587
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Equivalence of robust VaR and CVaR optimization
Lofti, Somayyeh; Zenios, Stauros Andrea - 2016 - Date of first version: April 4, 2016
Persistent link: https://www.econbiz.de/10011539339