Pages that link to "Item:Q308377"
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The following pages link to Robust inference of risks of large portfolios (Q308377):
Displaying 5 items.
- A direct approach to risk approximation for vast portfolios under gross-exposure constraint using high-frequency data (Q384764) (← links)
- Risks of large portfolios (Q494174) (← links)
- (Q4998879) (← links)
- Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
- Inferential theory for generalized dynamic factor models (Q6150524) (← links)