Author:
Aboura Sofiane,Chevallier Julien
Subject
Economics and Econometrics,Finance
Reference42 articles.
1. Cross-market volatility index with factor-DCC;Aboura;International Review of Financial Analysis,2015
2. Improved penalization for determining the number of factors in approximate factor models;Alessi;Statistics and Probability Letters,2010
3. Determining the number of factors in approximate factor models;Bai;Econometrica,2002
4. An evolutionary heuristic for the index tracking problem;Beasley;European Journal of Operational Research,2003
5. Robust optimization princeton series in applied mathematics;Ben-Tal,2009
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献