Similar Search Results

Forecast ranked tailored equity portfolios

Buncic, Daniel; Stern, Cord - In: Journal of international financial markets, … 63 (2019), pp. 1-16

Persistent link: https://www.econbiz.de/10012263321

Wendepunkte in Finanzmärkten : Prognose und asset allocation

Huber, Claus - 2000

Persistent link: https://www.econbiz.de/10001461424

Modelling, estimation and visualization of multivariate dependence for high-frequency data

Brodin, Erik; Klüppelberg, Claudia - In: Statistical modelling and regression structures : …, (pp. 267-300). 2010

Persistent link: https://www.econbiz.de/10003964488

Factor mimicking portfolios from parametric portfolio policies

Ascheberg, Marius - In: Essays on empirical asset pricing, dynamic asset …, (pp. 69-96). 2013

Persistent link: https://www.econbiz.de/10010412570

An Application of a Linear Gaussian State Space Model and the Kalman Filter In Estimating Expectations of the Natural Logarithmic Monthly Market Returns of the US 1838 Bond Debentu...

Guirguis, Michel - 2018

In this article, we have tested a linear Gaussian state space model and the kalman filter in testing ARMA(2,3) models of the natural logarithmic monthly market returns of the US 1838 bond debenture closed-end fund. The aim is to estimate expectations that arises from the interaction of...

Persistent link: https://www.econbiz.de/10012910715