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Results 1-9 of 9.
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Year of Publication
Title
Author(s)
2020
Edgeworth Expansions for Multivariate Random Sums
Javed, Farrukh
;
Loperfido, Nicola
;
Mazur, Stepan
2017
Higher order moments of the estimated tangency portfolio weights
Javed, Farrukh
;
Mazur, Stepan
;
Ngailo, Edward
2020
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, Joanna
2021
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach
Nguyen, Hoang
;
Javed, Farrukh
2021
A reality check on the GARCH-MIDAS volatility models
Virk, Nader
;
Javed, Farrukh
;
Awartani, Basel
2021
Tangency portfolio weights under a skew-normal model in small and large dimensions
Javed, Farrukh
;
Mazur, Stepan
;
Thorsén, Erik
2023
AI unboxed and jobs: A novel measure and firm-level evidence from three countries
Engberg, Erik
;
Görg, Holger
;
Lodefalk, Magnus
;
Javed, Farrukh
;
Längkvist, Martin
;
Monteiro, Natália
;
Nordås, Hildegunn Kyvik
;
Pulito, Giuseppe
;
Schroeder, Sarah
;
Tang, Aili
2024
The method of moments for multivariate random sums
Javed, Farrukh
;
Loperfido, Nicola
;
Mazur, Stepan
2024
Artificial intelligence, hiring and employment: Job postings evidence from Sweden
Engberg, Erik
;
Hellsten, Mark
;
Javed, Farrukh
;
Lodefalk, Magnus
;
Sabolová, Radka
;
Schroeder, Sarah
;
Tang, Aili
Author
4
Mazur, Stepan
2
Engberg, Erik
2
Lodefalk, Magnus
2
Loperfido, Nicola
2
Schroeder, Sarah
2
Tang, Aili
1
Alfelt, Gustav
1
Awartani, Basel
1
Bodnar, Taras
1
Görg, Holger
.
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2017