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~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
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Schmid, Wolfgang
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Okhrin, Yarema
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Golosnoy, Vasyl
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
NBER working paper series
6,823
Working paper / National Bureau of Economic Research, Inc.
6,486
NBER Working Paper
6,245
Economics letters
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European journal of operational research : EJOR
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Discussion paper / Centre for Economic Policy Research
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CESifo working papers
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Journal of economic theory
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Journal of economic dynamics & control
2,406
The American economic review
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Discussion paper / Tinbergen Institute
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of economic behavior & organization : JEBO
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Discussion paper series / IZA
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Europäische Hochschulschriften / 5
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International journal of production research
1,930
European economic review : EER
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Games and economic behavior
1,863
Economic theory : official journal of the Society for the Advancement of Economic Theory
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The economic journal : the journal of the Royal Economic Society
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Discussion paper
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SpringerLink / Bücher
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Economic modelling
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Applied economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International economic review
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ECONIS (ZBW)
31
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1
Correlation of order flow and the probability of informed trading
Henke, Harald
-
2004
Persistent link: https://www.econbiz.de/10002464553
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2
Surveillance of the risk behaviour of a time dependent process
Schmid, Wolfgang
;
Zabolotska, Svitlana
-
2008
Persistent link: https://www.econbiz.de/10003800378
Saved in:
3
EWMA charts for monitoring the mean and the autocovariances of stationary Gaussian processes
Rosołowski, Maciej
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800387
Saved in:
4
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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5
On the structure and estimation of hierarchical archimedian copulas
Okhrin, Ostap
;
Okhrin, Yarema
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800392
Saved in:
6
EWMA control charts for monitoring optimal portfolio weights
Golosnoy, Vasyl
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800395
Saved in:
7
Eighty years of control charts
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800410
Saved in:
8
Surveillance of the mean behaviour of multivariate time series
Bodnar, Olha
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800413
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9
New characteristics for portfolio surveillance
Golosnoy, Vasyl
;
Okhrin, Iryna
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800417
Saved in:
10
Surveillance of univariate and multivariate linear time series
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635783
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