Forecasting Stock Price Changes: Is it Possible?
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Cited by:
- Giulio Palomba, 2008.
"Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis,"
Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 10(4), pages 379-413.
- Giulio PALOMBA, 2006. "Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Working Papers 267, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2006-07-21 (Econometrics)
- NEP-FMK-2006-07-21 (Financial Markets)
- NEP-FOR-2006-07-21 (Forecasting)
- NEP-RMG-2006-07-21 (Risk Management)
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