The following pages link to (Q4230831):
Displaying 50 items.
- Weighted quantile regression for longitudinal data (Q2354749) (← links)
- High moment partial sum processes of residuals in GARCH models and their applications (Q2368858) (← links)
- Lie-algebraic approach for pricing zero-coupon bonds in single-factor interest rate models (Q2375471) (← links)
- The game-theoretic capital asset pricing model (Q2379329) (← links)
- Dynamic mean-variance portfolio selection with borrowing constraint (Q2379565) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Using genetic algorithm to solve a new multi-period stochastic optimization model (Q2389543) (← links)
- Financial planning for Young households (Q2393342) (← links)
- Specification testing for nonlinear multivariate cointegrating regressions (Q2398978) (← links)
- Statistical decomposition of volatility (Q2400051) (← links)
- Consumption habits and humps (Q2403450) (← links)
- Estimation of a noisy subordinated Brownian motion via two-scales power variations (Q2408746) (← links)
- A nonlinear Bayesian filtering approach to estimating adaptive market effciency (Q2414081) (← links)
- Modeling functional data: a test procedure (Q2418049) (← links)
- Measures of the efficiency of natural selection during gene substitution (Q2423933) (← links)
- Sparse Kalman filtering approaches to realized covariance estimation from high frequency financial data (Q2425171) (← links)
- Computational study of the US stock market evolution: a rank correlation-based network model (Q2438061) (← links)
- Behavioral learning equilibria (Q2439921) (← links)
- Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
- Bayesian variable selection and model averaging in the arbitrage pricing theory model (Q2445778) (← links)
- Rational expectations equilibrium and the strategic choice of costly information (Q2457246) (← links)
- Model misspecification analysis for bond options and Markovian hedging strategies (Q2462883) (← links)
- Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098) (← links)
- A stochastic programming model for asset liability management of a Finnish pension company (Q2480243) (← links)
- The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process (Q2495334) (← links)
- A confidence interval for the number of principal components (Q2495830) (← links)
- Pricing and hedging guaranteed returns on mix funds (Q2499837) (← links)
- Strategic long-term financial risks: single risk factors (Q2574059) (← links)
- Functional-coefficient cointegration models (Q2630069) (← links)
- A comparison of mean-variance efficiency tests (Q2630146) (← links)
- Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model (Q2633428) (← links)
- Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor (Q2643675) (← links)
- Efficient capital markets: a statistical definition and comments (Q2643741) (← links)
- Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415) (← links)
- Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions (Q2673202) (← links)
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
- Statistical causality for multivariate nonlinear time series via Gaussian process models (Q2684931) (← links)
- Factor instrumental variable quantile regression (Q2687857) (← links)
- Weekday dependence of German stock market returns (Q2756667) (← links)
- Averaging of an increasing number of moment condition estimators (Q2786680) (← links)
- Pricing and valuation under the real-world measure (Q2797876) (← links)
- A versatile approach for stochastic correlation using hyperbolic functions (Q2804910) (← links)
- Why do risk premia vary over time? a theoretical investigation under habit formation (Q2843373) (← links)
- A strategy-proof test of portfolio returns (Q2869957) (← links)
- Path-dependent scenario trees for multistage stochastic programmes in finance (Q2873550) (← links)
- Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions (Q2893289) (← links)
- KPSS test for functional time series (Q2953440) (← links)
- AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS (Q3005841) (← links)
- Mixture Gaussian Time Series Modeling of Long-Term Market Returns (Q3010446) (← links)
- An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach (Q3019487) (← links)
