Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Lukasz T. Gatarek
Optimal Hedging With the Vector Autoregressive Model
SSRN Electronic Journal
Related publications
Constrained Estimation of Mixture Vector Autoregressive Model
Optimal Discrete Hedging in the Heston Stochastic Volatility Model
SSRN Electronic Journal
Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
SSRN Electronic Journal
Optimal Continuous-Time Hedging With Leptokurtic Returns
SSRN Electronic Journal
Empirical Vector Autoregressive Modeling
Lecture Notes in Economics and Mathematical Systems
Mathematics
Economics
Econometrics
Finance
Estimating Point and Density Forecasts for the US Economy With a Factor-Augmented Vector Autoregressive DSGE Model
Studies in Nonlinear Dynamics and Econometrics
Economics
Social Sciences
Analysis
Econometrics
Forecasting With Global Vector Autoregressive Models: A Bayesian Approach
Journal of Applied Econometrics
Economics
Econometrics
Social Sciences
Robust Estimation of the Vector Autoregressive Model by a Least Trimmed Squares Procedure
Mean Square Optimal Hedging With Non-Uniform Rebalancing Intervals
SICE Journal of Control, Measurement, and System Integration