Convergence in Nonlinear Regression
- 期刊名称Technometrics
- 作者Tornheim, Leonard
- 卷第5卷
- 期第4期
- 印刷ISSN0040-1706
- 电子ISSN1537-2723
- 文件大小145.71KB
- 发表时间1963-11
- DOI10.1080/00401706.1963.10490129
- 页码513-514
International Asset Allocation Under Regime Switching, Skew and Kurtosis PreferencesTimmermann, Allan G.; Guidolin, Massimo · SSRN Electronic Journal · 2007
International Asset Allocation under Regime Switching, Skew, and Kurtosis PreferencesMassimo Guidolin and Allan Timmermann · The Review of Financial Studies · 2008
[IEEE 2012 Fifth International Conference on Business Intelligence and Financial Engineering (BIFE) - Lanzhou, Gansu, China (2012.08.18-2012.08.21)] 2012 Fifth International Conference on Business Intelligence and Financial Engineering - Asset Allocation under Regime-Switching ModelsSong, Na; Ching, Wai-Ki; Zhu, Dong-Mei; Siu, Tak-Kuen · 2012
Asset allocation under multivariate regime switchingMassimo Guidolin; Allan Timmermann · 2007
Asset Allocation under Multivariate Regime SwitchingGuidolin, Massimo; Timmermann, Allan G. · SSRN Electronic Journal · 2006
Size and Value Anomalies under Regime ShiftsGuidolin, Massimo; Timmermann, Allan G. · SSRN Electronic Journal · 2007
Term structure of risk under alternative econometric specificationsMassimo Guidolin; Allan Timmermann · 2006
Recursive Modeling of Nonlinear Dynamics in UK Stock ReturnsMassimo Guidolin; Allan Timmermann · 2003
Properties of equilibrium asset prices under alternative learning schemesMassimo Guidolin; Allan Timmermann · 2007
Value at Risk and Expected Shortfall under Regime SwitchingTimmermann, Allan G.; Guidolin, Massimo · SSRN Electronic Journal · 2004
International Asset Allocation Under Regime Switching, Skew and Kurtosis PreferencesTimmermann, Allan G.; Guidolin, Massimo · SSRN Electronic Journal · 2007
Evaporating LiquidityNagel, S. · Review of Financial Studies · 2012
Agency Problems and Endogenous Investment FluctuationsFavara, G. · Review of Financial Studies · 2012
Dynamic Debt RunsHe, Z.; Xiong, W. · Review of Financial Studies · 2012
Bank Competition and Credit StandardsMartin Ruckes · The Review of Financial Studies · 2004
Deposits and Relationship LendingMitchell Berlin and Loretta J. Mester · The Review of Financial Studies · 1999
Loan ProspectingHeider, F.; Inderst, R. · Review of Financial Studies · 2012
Securitization, Transparency, and LiquidityPagano, M.; Volpin, P. · Review of Financial Studies · 2012
Downside RiskAndrew Ang, Joseph Chen and Yuhang Xing · The Review of Financial Studies · 2006