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subject:"Panel"
subject:"Stochastic process"
~subject:"Share price"
~type_genre:"Forschungsbericht"
~type_genre:"Thesis"
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ECONIS (ZBW)
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Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras
;
Dette, Holger
;
Parolya, Nestor
; …
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012119286
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2
Essays on momentum strategies in finance
Oord, Arco van
-
2016
Persistent link: https://www.econbiz.de/10011631087
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3
Essais en économetrie et économie de l'éducation
Tchuente, Guy
-
2014
Persistent link: https://www.econbiz.de/10010516075
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4
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
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5
Statistics for copula-based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
-
2011
Persistent link: https://www.econbiz.de/10009125241
Saved in:
6
Forecasting high-frequency volatility shocks : an analytical real-time monitoring system
Kömm, Holger
-
2016
-
1st ed. 2016
Persistent link: https://www.econbiz.de/10011411472
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7
Perturbation and symmetry techniques applied to finance
Taylor, Stephen
-
2010
Persistent link: https://www.econbiz.de/10010418488
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8
Essays on treatment effect estimation
Rehse, Dominik
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2015
Persistent link: https://www.econbiz.de/10011526496
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9
Advances in dynamic panel data and spatial econometrics
Kripfganz, Sebastian
-
2015
Persistent link: https://www.econbiz.de/10011305440
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10
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
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