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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~language:"eng"
~subject:"Kointegration"
~type_genre:"Forschungsbericht"
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Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras
;
Dette, Holger
;
Parolya, Nestor
; …
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Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012119286
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Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
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2004
Persistent link: https://www.econbiz.de/10002479501
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3
Long-memory in volatilities of German stock returns
Sibbertsen, Philipp
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2001
Persistent link: https://www.econbiz.de/10001675715
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