1

On spatial contagion and multivariate GARCH models

Year:
2014
Language:
english
File:
PDF, 532 KB
english, 2014
3

Unbiased estimation of risk

Year:
2018
Language:
english
File:
PDF, 642 KB
english, 2018
6

Unbiased Estimation of Risk

Year:
2016
Language:
english
File:
PDF, 384 KB
english, 2016
7

A note on conditional covariance matrices for elliptical distributions

Year:
2017
Language:
english
File:
PDF, 414 KB
english, 2017
8

Long run risk sensitive portfolio with general factors

Year:
2016
Language:
english
File:
PDF, 650 KB
english, 2016
9

Dynamic Limit Growth Indices in Discrete Time

Year:
2015
Language:
english
File:
PDF, 456 KB
english, 2015