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On the accuracy of VaR estimates based on the variance-covariance approach
Dave, Rakhal D. - In: Risk measurement, econometrics and neural networks : …, (pp. 189-232). 1998
Persistent link: https://www.econbiz.de/10001305354
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Essays on investement and consumption choice
Comon, Etienne - 2001
Persistent link: https://www.econbiz.de/10001717923
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International mutual funds stability and benefits of diversification
Essayyad, Musa - In: Economia internazionale 47 (1994) 2, pp. 139-159
Persistent link: https://www.econbiz.de/10001175914
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New methods for testing, prediction, and estimation with applications to finance
Hediger, Simon - 2023
Persistent link: https://www.econbiz.de/10014282051
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Portfolio choice of financial investors and European business cycle convergence: a panel analysis for EU countries
Belke, Ansgar; Schneider, Jennifer - In: Empirica : journal of european economics 40 (2013) 1, pp. 175-196
Persistent link: https://www.econbiz.de/10009721060
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Portfolio choice of financial investors and European business cycle convergence : a panel analysis for EU countries
Belke, Ansgar; Schneider, Jennifer - 2013
financial world” has an impact on business cycles and contributes to business cycle convergence via the consumption …
Persistent link: https://www.econbiz.de/10010255115
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An empirical evaluation of estimation error reduction strategies applied to international diversification
McDowell, Shaun - In: Journal of multinational financial management 44 (2018), pp. 1-13
Persistent link: https://www.econbiz.de/10012055758
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On the Accuracy of VAR Estimates Based on the Variance-Covariance Approach
Dave, Rakhal; Stahl, Gerhard - 1998
) implied covariance forecasting. Finally, we highlight the important issue of the estimation error of the co-variance matrix in …
Persistent link: https://www.econbiz.de/10014113253
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Three essays on modeling conditional correlation
Sheppard, Kevin - 2004
Persistent link: https://www.econbiz.de/10003550225