Zobrazeno 1 - 10
of 66
pro vyhledávání: '"W. Brent Lindquist"'
Autor:
Mohammad Mohammadi, W. Brent Lindquist
Publikováno v:
Fluctuation and Noise Letters.
Publikováno v:
Journal of Risk and Financial Management; Volume 15; Issue 12; Pages: 601
We investigate the use of a P-spline generalized additive hedonic model (GAM) for real estate prices in large U.S. cities, contrasting their predictive efficiency against commonly used linear and polynomial-based generalized linear models (GLM). Usin
Publikováno v:
The Journal of Alternative Investments. 24:75-93
The authors demonstrate the construction of an optimal dynamic portfolio of cryptoassets that minimizes either return variance or conditional value at risk. One can view such a portfolio as a minimum-risk index for this asset class. They carefully ba
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c78de5b3794b174e99d4e75e4918780e
https://doi.org/10.1007/978-3-031-15286-3_14
https://doi.org/10.1007/978-3-031-15286-3_14
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::44280ea50bf6ce949b94a201125e5ad1
https://doi.org/10.1007/978-3-031-15286-3_5
https://doi.org/10.1007/978-3-031-15286-3_5
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7dbe75ca5fce7fc8c9129dba4b28e2f9
https://doi.org/10.1007/978-3-031-15286-3
https://doi.org/10.1007/978-3-031-15286-3
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2c25a4693431385ff73f640730723cb6
https://doi.org/10.1007/978-3-031-15286-3_2
https://doi.org/10.1007/978-3-031-15286-3_2
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9aeb4d6374474091d71250bbd53f539f
https://doi.org/10.1007/978-3-031-15286-3_7
https://doi.org/10.1007/978-3-031-15286-3_7
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd5e576487cc6883082f4a3a70b8f37b
https://doi.org/10.1007/978-3-031-15286-3_3
https://doi.org/10.1007/978-3-031-15286-3_3
Publikováno v:
Dynamic Modeling and Econometrics in Economics and Finance ISBN: 9783031152856
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::674ef08a961d48fc76ca9a94980ff622
https://doi.org/10.1007/978-3-031-15286-3_11
https://doi.org/10.1007/978-3-031-15286-3_11