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~person:"Hartkopf, Jan Patrick"
~person:"Schmid, Wolfgang"
~subject:"Forecasting model"
~subject:"Statistical quality control"
~subject:"Statistische Verteilung"
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Forecasting model
Statistical quality control
Statistische Verteilung
Analysis of variance
20
Varianzanalyse
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Theory
13
Portfolio selection
8
Portfolio-Management
8
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Hartkopf, Jan Patrick
Schmid, Wolfgang
Caporin, Massimiliano
12
Bonato, Matteo
7
Ranaldo, Angelo
7
Voev, Valeri
7
Opschoor, Anne
6
Patton, Andrew J.
6
Halbleib, Roxana
5
McAleer, Michael
5
Rombouts, Jeroen V. K.
5
Bauwens, Luc
4
Bollerslev, Tim
4
Lucas, André
4
Medeiros, Marcelo C.
4
Quaedvlieg, Rogier
4
Braione, Manuela
3
Brock, William A.
3
Croux, Christophe
3
Dijk, Herman K. van
3
Durlauf, Steven N.
3
Ferguson, Robert
3
Filipowicz, Allan
3
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3
Gribisch, Bastian
3
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3
Hotta, Luiz K.
3
Härdle, Wolfgang
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Jain, Kriti
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Leistikow, Dean
3
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3
Malec, Peter
3
Pierdzioch, Christian
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Reh, Laura
3
Rondina, Giacomo
3
Stahl, Gerhard
3
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Journal of econometrics
1
Statistical papers
1
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ECONIS (ZBW)
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1
Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
Hartkopf, Jan Patrick
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 393-436
Persistent link: https://www.econbiz.de/10014226292
Saved in:
2
Modeling and forecasting of realized covariance matrices of asset returns using state-space models
Hartkopf, Jan Patrick
-
2021
Persistent link: https://www.econbiz.de/10013264907
Saved in:
3
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
4
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
Saved in:
5
Statistical inference of the efficient frontier for dependent asset returns
Bodnar, Taras
;
Schmid, Wolfgang
;
Zabolotskyy, Taras
- In:
Statistical papers
50
(
2009
)
3
,
pp. 593-604
Persistent link: https://www.econbiz.de/10003844054
Saved in:
6
Surveillance of the covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800389
Saved in:
7
EWMA control charts for monitoring optimal portfolio weights
Golosnoy, Vasyl
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800395
Saved in:
8
Handelsstrategien basierend auf den Kontrollkarten für die Varianz
Schipper, Stefan
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693144
Saved in:
9
Monitoring the cross-covariances of a multivariate time series
Śliwa, Przemysław
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693155
Saved in:
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