Search Results - "Variance"

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    International portfolio optimisation with integrated currency overlay costs and constraints by Chatsanga, Nonthachote, Parkes, Andrew J.

    Published 2017
    Subjects: “…Mean-variance optimisation; Currency overlay; Foreign exchange forward contracts…”
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    Forecast evaluation tests and negative long-run variance estimates in small samples by Harvey, David I., Leybourne, Stephen J., Whitehouse, Emily J.

    Published 2017
    Subjects: “…Forecast evaluation; Long-run variance estimation; Simulation; Diebold-Mariano test; Forecasting…”
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    A Gauss-Markov-like theorem for integer GNSS ambiguities. by Teunissen, Peter

    Published 2002
    Subjects: “…GNSS Ambiguity Resolution - Best Integer Equivariant Estimation - Minimum Variance Unbiased Estimation…”
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