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Three Essays on Using High Frequency Data in Estimating Financial Risks

Großmaß, Lidan - 2013

partial identification to deal with the biases that currently plague the estimation of realized covariance and correlation. …

Persistent link: https://www.econbiz.de/10010200953

Parameter estimation risk in portfolio optimisation - an application to Smart Beta investment strategies

Himbert, Benedikt W. - 2018

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Modeling multivariate time series with fractional integration in macroeconomics and finance

Weigand, Roland - 2018

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Essays on partial identification in econometrics and finance

Galichon, Alfred - 2007

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Three essays on modeling conditional correlation

Sheppard, Kevin - 2004

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Effectiveness of climate policies : empirical methods and evidence

Dieler, Julian - 2016

This volume was prepared by Julian Dieler while he was working with the Center for Energy, Climate and exhaustible Resources at the Ifo Institute for Economic Research. At the latest since the adoption of the Kyoto Protocol in 1997 climate policies are permanently on the international policy...