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Zur Anwendung der Statistischen Prozeßkontrolle in der Wertpapieranalyse

Severin, Thomas - 1997

Persistent link: https://www.econbiz.de/10000983518

A comparison of several methods for estimating beta factors at the Polish stock market

Knoth, Sven - 1997

Persistent link: https://www.econbiz.de/10000983541

Statistical process control and its application in finance

Severin, Thomas - 1997

Persistent link: https://www.econbiz.de/10000983546

Statistical process control and its application in finance

Severin, Thomas - In: Risk measurement, econometrics and neural networks : …, (pp. 83-104). 1998

Persistent link: https://www.econbiz.de/10001305358

Monitoring changes in GARCH processes

Severin, Thomas; Schmid, Wolfgang - In: Allgemeines statistisches Archiv : AStA ; journal of … 83 (1999) 3, pp. 281-307

Persistent link: https://www.econbiz.de/10001409827

Should a portfolio investor follow or neglect regime changes?

Golosnoy, Vasyl; Schmid, Wolfgang - 2003

Persistent link: https://www.econbiz.de/10001774747

On the exact distribution of the estimated EU portfolio weights : theory and applications

Bodnar, Taras; Schmid, Wolfgang - 2009

Persistent link: https://www.econbiz.de/10003905998

On the structure and estimation of hierarchical Archimedean copulas

Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang - In: Journal of econometrics 173 (2013) 2, pp. 189-204

Persistent link: https://www.econbiz.de/10009711709

Statistical Inferences for Realized Portfolio Weights

Golosnoy, Vasyl - 2018

Statistical inferences for weights of the global minimum variance portfolio (GMVP) are of both theoretical and practical relevance for mean-variance portfolio selection. Daily realized GMVP weights depend only on realized covariance matrix computed from intraday highfrequency returns. In this...

Persistent link: https://www.econbiz.de/10012912220