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Zur Anwendung der Statistischen Prozeßkontrolle in der Wertpapieranalyse

Severin, Thomas - 1997

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

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

Prerequisites for modeling price and return data series for the Bucharest Stock Exchange

Tinca, Andrei - In: Theoretical and applied economics : GAER review 20 (2013) 11, pp. 117-126

Persistent link: https://www.econbiz.de/10010224748

Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances

Gungor, Sermin; Luger, Richard - 2013

We develop a finite-sample procedure to test for mean-variance efficiency and spanning without imposing any parametric assumptions on the distribution of model disturbances. In so doing, we provide an exact distribution-free method to test uniform linear restrictions in multivariate linear...

Persistent link: https://www.econbiz.de/10009746573