经济学
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Learning the Shrinkage Intensity: A Data-Driven Approach for Risk-Optimized Portfolios
作者Gianluca De Nard; Damjan Kostovic
作者单位1. Liechtenstein Business School, University of Liechtenstein , Vaduz,; 2. Department of Economics, University of Zurich , Zurich,; 3. Zürcher Kantonalbank , Zurich,; 4. OLZ AG , Zurich,
Optimal Bandwidth Selection for Forecasting under Parameter Instability
作者Yu Bai; Bin Peng; Shuping Shi; Wenying Yao
作者单位1. City University of Macau Faculty of Finance, , Macau S.A.R.,; 2. Monash University Department of Econometrics and Business Statistics, , Caulfield, 3145,; 3. Macquarie University Department of Economics, , North Ryde, 2109,; 4. University of Melbourne Melbourne Business School, , Carlton, 3053,
(Quantile) Spillover Indexes: Simulation-Based Evidence, Confidence Intervals and a Decomposition
作者Giovanni Bonaccolto; Massimiliano Caporin; Syed Jawad Hussain Shahzad
作者单位1. Department of Economics and Law, Kore University of Enna; 2. Department of Statistical Sciences, University of Padova; 3. University of Waikato Waikato Management School,
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