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Cited by

• 2012Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model65 cited
• 2009Multivariate Location-Scale Mixtures of Normals and Mean-Variance-Skewness Portfolio Allocation53 cited
• 2009Distributional Tests in Multivariate Dynamic Models with Normal and Student T Innovations51 cited
• 2009The econometrics of mean‐variance efficiency tests: a survey41 cited
• 2011Efficient and robust portfolio optimization in the multivariate Generalized Hyperbolic framework37 cited
• 2010Modeling Term Structure Dynamics in the Nordic Electricity Swap Market33 cited
• 2009Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations32 cited
• 2019Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns29 cited
• 2010Testing Non-Linear Dependence in the Hedge Fund Industry28 cited
• 2014A Comparison of Generalized Hyperbolic Distribution Models for Equity Returns27 cited
• 2010Testing Non-Linear Dependence in the Hedge Fund Industry26 cited
• 2014Bayesian analysis of multivariate stochastic volatility with skew return distribution23 cited
• 2005Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations23 cited
• 2010