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Handelsstrategien basierend auf den Kontrollkarten für die Varianz
Schipper, Stefan; Schmid, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001693144
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Monitoring the cross-covariances of a multivariate time series
Śliwa, Przemysław; Schmid, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001693155
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Surveillance of the covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław; Schmid, Wolfgang - 2004
Persistent link: https://www.econbiz.de/10002464163
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The distribution of the global minimum variance estimator in elliptical models
Bodnar, Taras; Schmid, Wolfgang - 2003
Persistent link: https://www.econbiz.de/10001916051
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A test for the weights of the global minimum variance portfolio in an elliptical model
Bodnar, Taras; Schmid, Wolfgang - 2004
Persistent link: https://www.econbiz.de/10001916052
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Surveillance of the covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800389
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EWMA control charts for monitoring optimal portfolio weights
Golosnoy, Vasyl; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800395
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Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema; Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800400
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Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema; Schmid, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003635782
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Surveillance of univariate and multivariate linear time series
Okhrin, Yarema; Schmid, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003635783