Volume 21; Issue 13-14

European Journal of Finance

Volume 21; Issue 13-14
1

Modelling multivariate skewness in financial returns: a SGARCH approach

Year:
2015
Language:
english
File:
PDF, 422 KB
english, 2015
4

Multivariate asset return prediction with mixture models

Year:
2015
Language:
english
File:
PDF, 1.28 MB
english, 2015
7

Skewed exchange-rate forecasts

Year:
2015
Language:
english
File:
PDF, 445 KB
english, 2015
8

Financial density selection

Year:
2015
Language:
english
File:
PDF, 553 KB
english, 2015