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Results 11-20 of 23.
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2020
Edgeworth Expansions for Multivariate Random Sums
Javed, Farrukh
;
Loperfido, Nicola
;
Mazur, Stepan
2020
On the mean and variance of the estimated tangency portfolio weights for small samples
Alfelt, Gustav
;
Mazur, Stepan
2017
Discriminant analysis in small and large dimensions
Bodnar, Taras
;
Mazur, Stepan
;
Ngailo, Edward
;
Parolya, Nestor
2017
Higher order moments of the estimated tangency portfolio weights
Javed, Farrukh
;
Mazur, Stepan
;
Ngailo, Edward
2017
Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions
Bodnar, Taras
;
Mazur, Stepan
;
Parolya, Nestor
2020
Flexible Fat-tailed Vector Autoregression
Karlsson, Sune
;
Mazur, Stepan
2021
Tangency portfolio weights under a skew-normal model in small and large dimensions
Javed, Farrukh
;
Mazur, Stepan
;
Thorsén, Erik
2017
On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions
Bodnar, Taras
;
Mazur, Stepan
;
Muhinyuza, Stanislas
;
Parolya, Nestor
2021
Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
2021
Predicting returns and dividend growth - the role of non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
Author
6
Bodnar, Taras
4
Javed, Farrukh
4
Nguyen, Hoang
3
Karlsson, Sune
3
Muhinyuza, Stanislas
3
Parolya, Nestor
2
Gulliksson, Mårten
2
Kiss, Tamás
2
Kozubowski, Tomasz J.
2
Loperfido, Nicola
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