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- 2024
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Mark
A reality check on the GARCH-MIDAS volatility models
(
- Contribution to journal › Article
- 2023
-
Mark
Tangency portfolio weights under a skew-normal model in small and large dimensions
2023) In Journal of the Operational Research Society(
- Contribution to journal › Article
-
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