Dependence of stock and commodity futures markets in China: Implications for portfolio investment

Tests for Parameter Instability and Structural Change With Unknown Change Point

Donald W. K. Andrews · Econometrica · 1993 · 4.3K citations

Engineering, Unknown Change Point, Economic Fluctuation +21

Multivariate Models and Dependence Concepts.

Trevor J. Ringrose, Harry Joe · Biometrics · 1998 · 3.5K citations

Statistical Review, Behavioral Sciences, Joint Responses +10

Optimal Versus Naive Diversification: How Inefficient is the 1/<i>N</i>Portfolio Strategy?

Victor DeMiguel, Lorenzo Garlappi, Raman Uppal · Review of Financial Studies · 2007 · 3.1K citations

Evaluating Interval Forecasts

Peter Christoffersen · International Economic Review · 1998 · 2.6K citations

Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

Donald W. K. Andrews, Werner Ploberger · Econometrica · 1994 · 2.5K citations

Testing Problem, Economics, Econometric Model +13