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~type_genre:"Aufsatz im Buch"
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
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Bartlett-type correction of distance metric test
Huang, Wanling
;
Prokhorov, Artem
- In:
Festschrift in honor of Peter Schmidt : econometric …
,
(pp. 371-403)
.
2014
Persistent link: https://www.econbiz.de/10011559074
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Estimating asymmetric dynamic distributions in high dimensions
Anatolyev, Stanislav
;
Khabibullin, Renat
;
Prokhorov, Artem
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 169-197)
.
2018
Persistent link: https://www.econbiz.de/10011978496
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Improving predictions of technical inefficiency
Amsler, Christine Elaine
;
James, Robert
;
Prokhorov, Artem
; …
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 309-328)
.
2024
Persistent link: https://www.econbiz.de/10014560423
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