ALLAJ, Erindi
ALLAJ, Erindi
Dipartimento di Scienze Economiche e Aziendali
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Risultati 1 - 11 di 11 (tempo di esecuzione: 0.018 secondi).
ALLAJ, Erindi; MANCINO, Maria Elvira. On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators?. Communications in Statistics-Simulation and Computation, 2021, 50.12: 4413-4441.
2021-01-01 Allaj, Erindi; Maria Elvira, Mancino
ALLAJ, Erindi; SANFELICI, Simona. Early Warning Systems for identifying financial instability. International Journal of Forecasting, 2023, 39.4: 1777-1803.
2023-01-01 Allaj, Erindi; Sanfelici, Simona
An Early Warning System for identifying financial instability
2022-01-01 Allaj, Erindi; Sanfelici, Simona
Identifying the number of latent factors of stochastic volatility models
2024-01-01 Allaj, Erindi; Elvira Mancino, Maria; Sanfelici, Simona
Implicit transaction costs and the fundamental theorems of asset pricing
2017-01-01 Allaj, E.
Integrated volatility estimation: the case of observed noise variables
2024-01-01 Allaj, Erindi
Measuring variability and association for categorical data
2021-01-01 Allaj, E.
Risk measuring under liquidity risk
2017-01-01 Allaj, E.
The Black–Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation
2020-01-01 Allaj, E.
the black–litterman model: a consistent estimation of the parameter tau
2013-01-01 Allaj, E
Two simple measures of variability for categorical data
2018-01-01 Allaj, E.