Jaroslava Hlouskova

Institute for Advanced Studies (IHS) - Department of Economics & Finance

Research Associate

Josefstädter Straße 39

1080 Vienna

Austria

SCHOLARLY PAPERS

7

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496

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Scholarly Papers (7)

1.

Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management

Cahier de Recherches Economiques du DEEP No. 04.10
Number of pages: 25 Posted: 10 Jan 2005
Kurt Schmidheiny, Martin Wagner and Jaroslava Hlouskova
Universität Basel, University of Bern - Institute of Economics and Institute for Advanced Studies (IHS) - Department of Economics & Finance
Downloads 336 (89,059)
Citation 2

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Multivariate GARCH models, volatility forecasts, portfolio optimization, minimum variance portfolio

2.

Legal Restrictions on Portfolio Holdings: Some Empirical Results

Institute for Advanced Studies in Economics & Finance Working Paper No. 93
Number of pages: 27 Posted: 20 Feb 2002
Gabriel S. Lee, John J. Binder and Jaroslava Hlouskova
Institute for Advanced Studies (IHS) - Department of Economics & Finance, University of Illinois at Chicago - Department of Finance and Institute for Advanced Studies (IHS) - Department of Economics & Finance
Downloads 71 (326,935)

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Upper bound constraint, portfolio holdings, parametric quadratic programming

3.

GMM Estimation of Affine Term Structure Models

Number of pages: 89 Posted: 23 Jul 2015 Last Revised: 18 Apr 2019
Jaroslava Hlouskova and Leopold Sögner
Institute for Advanced Studies (IHS) - Department of Economics & Finance and Institute for Advanced Studies (IHS)
Downloads 49 (391,968)

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Affine term-structure models, GMM

4.

CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain

Economics of Transition, Vol. 13, No. 2, pp. 341-372, April 2005
Number of pages: 32 Posted: 31 Mar 2005
Martin Wagner and Jaroslava Hlouskova
University of Bern - Institute of Economics and Institute for Advanced Studies (IHS) - Department of Economics & Finance
Downloads 16 (545,950)
Citation 1
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5.

The Ceec10's Real Convergence Prospects

CEPR Discussion Paper No. 3318
Number of pages: 50 Posted: 17 Apr 2002
Jaroslava Hlouskova and Martin Wagner
Institute for Advanced Studies (IHS) - Department of Economics & Finance and University of Bern - Institute of Economics
Downloads 16 (545,950)
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Transition economies, growth and convergence, EU accession

6.

Natural Disasters as Creative Destruction? Evidence from Developing Countries

Economic Inquiry, Vol. 46, No. 2, pp. 214-226, April 2008
Number of pages: 13 Posted: 18 Apr 2008
Jesús Crespo Cuaresma, Jaroslava Hlouskova and Michael Obersteiner
University of Innsbruck - Department of Economic Theory, Economic Policy and Economic History, Institute for Advanced Studies (IHS) - Department of Economics & Finance and International Institute for Applied Systems Analysis (IIASA)
Downloads 5 (615,561)
Citation 1
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7.

Finite Sample Correction Factors for Panel Cointegration Tests

Oxford Bulletin of Economics and Statistics, Vol. 71, Issue 6, pp. 851-881, December 2009
Number of pages: 31 Posted: 20 Oct 2009
Jaroslava Hlouskova and Martin Wagner
Institute for Advanced Studies (IHS) - Department of Economics & Finance and University of Bern - Institute of Economics
Downloads 3 (630,491)
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