EAD
Tüm Sayılar

Nisan 2012

An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors

Alessandro Cardinali

Sayfalar: 1-16

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A K-Sample Homogeneity Test: The Harmonic Weighted Mass Index

Jeroen Hinloopen, Rien J.LM. Wagenvoort, Charles van Marrewijk

Sayfalar: 17-39

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WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia

Jan R. Magnus, Karen Poghosyan

Sayfalar: 40-58

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Cilt: 4
Sayı: 1
Aralık 2024
ISSN: 1308-8793
ISSN(Online): 1308-8815