Volume: 4 Issue: 1, 6/1/12

Year: 2012

Articles

 

1. An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors

Alessandro Cardinali

Page : 1-16

 

2. A k-sample homogeneity test: the Harmonic Weighted Mass index

Jeroen Hinloopen , Rien J.lm. Wagenvoort , Charles Van Marrewijk

Page : 17-39

 

3. WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia

Karen Poghosyan , Jan R. Magnus

Page : 40-58