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Volume 21; Issue 13-14
Main
European Journal of Finance
Volume 21; Issue 13-14
European Journal of Finance
Volume 21; Issue 13-14
1
Modelling multivariate skewness in financial returns: a SGARCH approach
De Luca, Giovanni
,
Loperfido, Nicola
Journal:
European Journal of Finance
Year:
2015
Language:
english
File:
PDF, 422 KB
Your tags:
english, 2015
2
Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model
Bodnar, Taras
,
Gupta, Arjun K.
Journal:
European Journal of Finance
Year:
2015
Language:
english
File:
PDF, 468 KB
Your tags:
english, 2015
3
Skewed distributions in finance and actuarial science: a review
Adcock, Christopher
,
Eling, Martin
,
Loperfido, Nicola
Journal:
European Journal of Finance
Year:
2015
Language:
english
File:
PDF, 463 KB
Your tags:
english, 2015
4
Multivariate asset return prediction with mixture models
Paolella, Marc S.
Journal:
European Journal of Finance
Year:
2015
Language:
english
File:
PDF, 1.28 MB
Your tags:
english, 2015
5
Robust portfolio estimation under skew-normal return processes
Taniguchi, Masanobu
,
Petkovic, Alexandre
,
Kase, Takehiro
,
DiCiccio, Thomas
,
Monti, Anna Clara
Journal:
European Journal of Finance
Year:
2015
Language:
english
File:
PDF, 1.65 MB
Your tags:
english, 2015
6
Effects of skewness and kurtosis on production and hedging decisions: a skewed t distribution approach
Lien, Donald
,
Wang, Yaqin
Journal:
European Journal of Finance
Year:
2015
Language:
english
File:
PDF, 447 KB
Your tags:
english, 2015
7
Skewed exchange-rate forecasts
Pierdzioch, Christian
,
Stadtmann, Georg
Journal:
European Journal of Finance
Year:
2015
Language:
english
File:
PDF, 445 KB
Your tags:
english, 2015
8
Financial density selection
Marin, J. Miguel
,
Sucarrat, Genaro
Journal:
European Journal of Finance
Year:
2015
Language:
english
File:
PDF, 553 KB
Your tags:
english, 2015
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