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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Sample efficient frontier in multivariate conditionally heteroscedastic elliptical models
Bodnar, Taras
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Zabolotskyy, Taras
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2007
Persistent link: https://www.econbiz.de/10003635785
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Estimation and inference of the vector autoregressive process under heteroscedasticity
Bodnar, Taras
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Zabolotskyy, Taras
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2009
Persistent link: https://www.econbiz.de/10003905996
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