IER April 2012

Alessandro Cardinali
       An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors / Pages: 1-16
      Abstract

Hinloopen, Jeroen, Rien J.LM. Wagenvoort and Charles van Marrewijk
       A K-Sample Homogeneity Test: The Harmonic Weighted Mass Index / Pages: 17-39
      Abstract

Magnus, Jan R. and Karen Poghosyan
       WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application
       to Armenia
/ Pages: 40-58
      Abstract