Showing 21 - 30 of 861
Persistent link: https://www.econbiz.de/10014447744
Introduction to the Real Estate Industry -- Management Basis and Institutions -- Management of Practitioners -- Development Management -- Sales Management -- Property Services -- Real estate fund management -- Market Management -- Housing Security System -- Enterprise management -- Management of...
Persistent link: https://www.econbiz.de/10013361762
Persistent link: https://www.econbiz.de/10013326485
Optimal trading strategies for pairs trading have been studied by models that try to find either optimal shares of stocks by assuming no transaction costs or optimal timing of trading fixed numbers of shares of stocks with transaction costs. To find optimal strategies that determine optimally...
Persistent link: https://www.econbiz.de/10013168724
Persistent link: https://www.econbiz.de/10009770412
Persistent link: https://www.econbiz.de/10003350090
Persistent link: https://www.econbiz.de/10011672815
Persistent link: https://www.econbiz.de/10011848317
The complexity of estimating multivariate GARCH models increases significantly with the increase in the number of asset series. To address this issue, we propose a general regularization framework for high-dimensional GARCH models with BEKK representations, and obtain a penalized quasi-maximum...
Persistent link: https://www.econbiz.de/10014497339
Persistent link: https://www.econbiz.de/10014229238