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Statistical inference procedure for the mean-variance efficient frontier with estimated parameters
Bodnar, Olha; Bodnar, Taras - In: Advances in statistical analysis : AStA ; a journal of … 93 (2009) 3, pp. 295-306
Persistent link: https://www.econbiz.de/10003888645
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On the unbiased estimator of the efficient frontier
Bodnar, Olha; Bodnar, Taras - In: International journal of theoretical and applied finance 13 (2010) 7, pp. 1065-1073
Persistent link: https://www.econbiz.de/10008906212
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Objective Bayesian meta-analysis based on generalized multivariate random effects model
Bodnar, Olha; Bodnar, Taras - 2021
Persistent link: https://www.econbiz.de/10012604816
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Sequential procedures for monitoring covariances of asset returns
Bodnar, Olha - In: Advances in risk management, (pp. 241-264). 2007
Persistent link: https://www.econbiz.de/10003401609
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Sequential surveillance of the tangency portfolio weights
Bodnar, Olha - In: International journal of theoretical and applied finance 12 (2009) 6, pp. 797-810
Persistent link: https://www.econbiz.de/10003911241
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Bayesian model selection for small datasets of measurement results
Bodnar, Olha - 2021
Persistent link: https://www.econbiz.de/10012604818
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Multivariate control charts based on a projection approach
Bodnar, Olha; Schmid, Wolfgang - In: Allgemeines statistisches Archiv : AStA ; journal of … 89 (2005) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10002629808
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CUSUM control schemes for multivariate time series
Bodnar, Olha; Schmid, Wolfgang - 2004
Persistent link: https://www.econbiz.de/10002121206
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Multivariate control charts based on a projection approach
Bodnar, Olha; Schmid, Wolfgang - 2004
Persistent link: https://www.econbiz.de/10002395509
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Surveillance of the mean behaviour of multivariate time series
Bodnar, Olha; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800413