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- 2024
-
Mark
Tangency portfolio weights under a skew-normal model in small and large dimensions
(
- Contribution to journal › Article
-
Mark
A reality check on the GARCH-MIDAS volatility models
(
- Contribution to journal › Article
- 2023
-
Mark
Dynamic relationship between Stock and Bond returns : A GAS MIDAS copula approach
(
- Contribution to journal › Article
-
Mark
Using machine learning to select variables in data envelopment analysis : Simulations and application using electricity distribution data
(
- Contribution to journal › Article
- 2015
-
Mark
Tail behavior and dependence structure the APARCH model
2015) In Working Papers in Statistics(
- Working paper/Preprint › Working paper
- 2014
-
Mark
Leverage effect for volatility with generalized Laplace error
(
- Contribution to journal › Article
- 2013
-
Mark
GARCH-Type models and the performance of information criteria
(
- Contribution to specialist publication or newspaper › Specialist publication article
-
Mark
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach
(
- Contribution to journal › Article
-
Mark
Importance of macroeconomic variables for variance prediction: a GARCH-MIDAS approach
(
- Contribution to specialist publication or newspaper › Specialist publication article
-
Mark
Do Commodity Index Traders Destabilize Agricultural Futures Prices?
2013) In Applied Economics Quarterly(
- Contribution to specialist publication or newspaper › Specialist publication article