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Anatomy of interim disclosures during bimodal return distributions

Kahra, Hannu A.; Kanto, Antti J.; Schadéwitz, Hannu J.; … - In: The European journal of finance 12 (2006) 1, pp. 61-75

Persistent link: https://www.econbiz.de/10003305275

An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns

Guidolin, Massimo; Timmermann, Allan - In: Journal of applied econometrics 21 (2006) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10003309995

Optimal portfolio management in highly volatile markets

Stoyanov, Stoyan Veselinov - 2005

Persistent link: https://www.econbiz.de/10003346695

Short-sales constraints and stock return asymmetry : evidence from the Chinese stock markets

Hueng, C. James - In: Applied financial economics 16 (2006) 10, pp. 707-716

Persistent link: https://www.econbiz.de/10003334984

Dependence patterns across financial markets : a mixed copula approach

Hu, Ling - In: Applied financial economics 16 (2006) 10, pp. 717-729

Persistent link: https://www.econbiz.de/10003334985

Timing and diversification : a state-dependent asset allocation approach

Hess, Martin - In: The European journal of finance 12 (2006) 3, pp. 189-204

Persistent link: https://www.econbiz.de/10003318906

Good and bad news on capital market return ellipticity

Eling, Martin; Tibiletti, Luisa - In: Atlantic economic journal : AEJ 37 (2009) 2, pp. 209-210

Persistent link: https://www.econbiz.de/10003867118

Statistical inference procedure for the mean-variance efficient frontier with estimated parameters

Bodnar, Olha; Bodnar, Taras - In: Advances in statistical analysis : AStA ; a journal of … 93 (2009) 3, pp. 295-306

Persistent link: https://www.econbiz.de/10003888645

Arithmetic and continuous return mean-variance efficient frontiers

Ferguson, Robert; Leistikow, Dean; Yu, Susana - In: The journal of investing 18 (2009) 3, pp. 62-69

Persistent link: https://www.econbiz.de/10003894383

Flexible modeling of conditional distributions using smooth mixtures of asymmetric student T densities

Li, Feng; Villani, Mattias; Kohn, Robert - 2009

A general model is proposed for flexibly estimating the density of a continuous response variable conditional on a possibly high-dimensional set of covariates. The model is a finite mixture of asymmetric student-t densities with covariate dependent mixture weights. The four parameters of the...

Persistent link: https://www.econbiz.de/10003896094