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Sequential monitoring of minimum variance portfolio
Golosnoy, Vasyl
- In:
AStA Advances in Statistical Analysis
91
(
2007
)
1
,
pp. 39-55
Persistent link: https://www.econbiz.de/10005371266
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A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
Cribari-Neto, Francisco
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Silva, Wilton
- In:
AStA Advances in Statistical Analysis
95
(
2011
)
2
,
pp. 129-146
Persistent link: https://www.econbiz.de/10009149513
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