Search results

  • Full text

  • Document type

    • Publication year

  • Organisation

Results: 3
Number of items: 3
  • Li, H. (2021, September 14). Dependence in Financial and High-dimensional Time Series [Data set]. Universiteit van Amsterdam. https://doi.org/10.21942/uva.16615975.v1
  • Open Access
    Li, H. (2021). Dependence in financial and high-dimensional time series. [Thesis, fully internal, Universiteit van Amsterdam].
  • Bao, T., Diks, C., & Li, H. (2018). A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction. Economic Modelling, 68, 611-621. https://doi.org/10.1016/j.econmod.2017.03.035
Page of