Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Kristina Barauskaitė"'
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Applied Economics: Systematic Research. 10:27-42
The aim of this paper is to examine the impact of time-varying distributional parameters on portfolio performance and risk. The main findings show that the Exponentially Weighted Moving Average (EWMA) model provides the lowest level of risk for effic
Publikováno v:
Baltic Journal of Economics, Vol 18, Iss 2, Pp 95-117 (2018)
Do input–output linkages of intermediate products affect the spread of sectoral shocks at the aggregate level in Lithuania, a small and open economy? What role does openness play in the empirical exercise? We answer these questions by: (i) construc
Externí odkaz:
https://doaj.org/article/c951b04db942481f8ac7221b33a4aba6