- Alessandro Cardinali
An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors / Sayfalar: 1-16
Özet- Hinloopen, Jeroen, Rien J.LM. Wagenvoort and Charles van Marrewijk
A K-Sample Homogeneity Test: The Harmonic Weighted Mass Index / Sayfalar: 17-39
Özet- Magnus, Jan R. and Karen Poghosyan
WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia / Sayfalar: 40-58
Özet
Cilt: 4
Sayı: 1 Nisan 2012
ISSN: 1308-8793
ISSN(Online): 1308-8815