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~person:"Hafner, Christian M."
~person:"Schmid, Wolfgang"
~source:"econis"
~subject:"Statistical quality control"
~subject:"Varianzanalyse"
~type_genre:"Article in journal"
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Statistical quality control
Varianzanalyse
Analysis of variance
6
Theorie
4
Theory
4
Portfolio selection
3
Portfolio-Management
3
ARCH model
2
ARCH-Modell
2
Causality analysis
2
Estimation theory
2
Kausalanalyse
2
Schätztheorie
2
Statistical test
2
Statistischer Test
2
Capital income
1
Covariance matrix estimation
1
Finance
1
Global minimum variance portfolio
1
Kapitaleinkommen
1
Large-dimensional asymptotics
1
Mathematical programming
1
Mathematische Optimierung
1
Multivariate Analyse
1
Multivariate analysis
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Random matrix theory
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Statistical distribution
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Article in journal
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19
Graue Literatur
19
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19
Working Paper
19
Aufsatz in Zeitschrift
6
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English
6
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Hafner, Christian M.
Schmid, Wolfgang
Bodnar, Taras
7
Gribisch, Bastian
5
Herrmann, Andreas
5
Patton, Andrew J.
5
Chiu, Wan-Yi
4
De Nard, Gianluca
4
Gupta, Rangan
4
Hansen, Peter Reinhard
4
Hartkopf, Jan Patrick
4
Herwartz, Helmut
4
Lunde, Asger
4
Oomen, Roel C. A.
4
Bandi, Federico M.
3
Bauwens, Luc
3
Bollerslev, Tim
3
Christensen, Kim
3
Fengler, Matthias
3
Golosnoy, Vasyl
3
Grobys, Klaus
3
Huber, Frank
3
Kim, Jae H.
3
Korn, Ralf
3
Laurent, Sébastien
3
Maheu, John M.
3
Pagnottoni, Paolo
3
Pierdzioch, Christian
3
Podolskij, Mark
3
Rombouts, Jeroen V. K.
3
Russell, Jeffrey R.
3
Santos, André A. P.
3
Sheppard, Kevin
3
Wese Simen, Chardin
3
Wong, Hoi Ying
3
Zheng, Xinghua
3
Amadieu, Paul
2
Andersen, Torben
2
Bai, Jushan
2
Bonato, Matteo
2
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Economics letters
1
European journal of operational research : EJOR
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Statistical papers
1
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ECONIS (ZBW)
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1
Estimation of the global minimum variance portfolio in high dimensions
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 371-390
Persistent link: https://www.econbiz.de/10011811777
Saved in:
2
Statistical inference of the efficient frontier for dependent asset returns
Bodnar, Taras
;
Schmid, Wolfgang
;
Zabolotskyy, Taras
- In:
Statistical papers
50
(
2009
)
3
,
pp. 593-604
Persistent link: https://www.econbiz.de/10003844054
Saved in:
3
Testing for causality in variance using multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Annales d'économie et de statistique
89
(
2008
),
pp. 215-241
Persistent link: https://www.econbiz.de/10003875586
Saved in:
4
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Advances in statistical analysis : AStA ; a journal of …
91
(
2007
)
2
,
pp. 109-127
Persistent link: https://www.econbiz.de/10003525357
Saved in:
5
A Lagrange multiplier test for causality in variance
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
93
(
2006
)
1
,
pp. 137-141
Persistent link: https://www.econbiz.de/10003380170
Saved in:
6
Fourth moment structure of multivariate GARCH models
Hafner, Christian M.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 26-54
Persistent link: https://www.econbiz.de/10002220839
Saved in:
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