C58

Efficient mean-variance portfolio selection by double regularization

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To infinity and beyond: Efficient computation of ARCH(\infty) models

Author(s)

Morten Ø. Nielsen

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Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets

Author(s)

Giuseppe Cavaliere

Morten Ø. Nielsen

A.M. Robert Taylor

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