Author of the publication

Modelling optimal strategies for the allocation of wealth in multicurrency investments

, , and . International Journal of Forecasting, 12 (4): 483--493 (December 1996)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Ridge regression estimation of the Rotterdam model, and . Journal of Econometrics, 22 (3): 365--390 (August 1983)Connections between GARCH and stochastic coefficients (SC) models, and . Economics Letters, 46 (1): 7--10 (September 1994)Modelling optimal strategies for the allocation of wealth in multicurrency investments, , and . International Journal of Forecasting, 12 (4): 483--493 (December 1996)Estimation of common coefficients in two regression equations, and . Journal of Econometrics, 10 (1): 1--14 (April 1979)Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models -- I, and . Journal of Econometrics, 3 (3): 273--296 (August 1975)Modelling the long-run demand for money in the United Kingdom: a random coefficient analysis, , and . Economic Modelling, 18 (3): 475--501 (August 2001)Further results on estimating linear regression models with partial prior information, , , and . Economic Modelling, 5 (1): 49--57 (January 1988)Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand, , , and . Computational Statistics & Data Analysis, 51 (7): 3381--3392 (Apr 1, 2007)Reply, , and . Econometric Reviews, 4 (1): 101--119 (1985)Circumstances in which different criteria of estimation can be applied to estimate policy effects, , and . Journal of Statistical Planning and Inference, 50 (1): 121--153 (Feb 15, 1996)