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~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~subject:"Financial analysis"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
~type_genre:"Non-commercial literature"
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Labor economics: modern views
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Schmid, Wolfgang
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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
Discussion paper / Tinbergen Institute
214
Working paper / National Bureau of Economic Research, Inc.
209
Research paper series / Swiss Finance Institute
131
Discussion paper / Centre for Economic Policy Research
123
Working paper
114
CESifo working papers
102
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
101
Swiss Finance Institute Research Paper
86
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
76
CREATES research paper
74
Discussion paper / Center for Economic Research, Tilburg University
70
Discussion paper
65
Working papers
62
SFB 649 discussion paper
61
Série des documents de travail / Centre de Recherche en Économie et Statistique
60
Discussion papers of interdisciplinary research project 373
57
Cowles Foundation discussion paper
54
EUI working paper / ECO
53
Working paper series
49
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
46
Discussion papers / CEPR
44
Cambridge working papers in economics
37
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
37
Working paper series / European Central Bank
36
CAMA working paper series
35
Finance and economics discussion series
35
Discussion paper / Deutsche Bundesbank
32
CORE discussion paper : DP
30
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
30
CoFE discussion papers
29
Discussion papers in economics
27
Documentos de trabajo / Banco de España, Servicio de Estudios
27
Report / Econometric Institute, Erasmus University Rotterdam
26
IHS economics series : working paper
25
CFS working paper series
23
Discussion papers / Deutsches Institut für Wirtschaftsforschung
23
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
SSE EFI working paper series in economics and finance
23
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ECONIS (ZBW)
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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
Saved in:
2
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
Saved in:
3
Revision policy for the two assets global minimum variance portfolio
Golosnoy, Vasyl
-
2003
Persistent link: https://www.econbiz.de/10001786458
Saved in:
4
Natural shrinkage for the optimal portfolio weights
Golosnoy, Vasyl
-
2004
Persistent link: https://www.econbiz.de/10002176936
Saved in:
5
Surveillance of the covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław
;
Schmid, Wolfgang
-
2004
Persistent link: https://www.econbiz.de/10002464163
Saved in:
6
Surveillance of the risk behaviour of a time dependent process
Schmid, Wolfgang
;
Zabolotska, Svitlana
-
2008
Persistent link: https://www.econbiz.de/10003800378
Saved in:
7
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:
8
Surveillance of the covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800389
Saved in:
9
EWMA control charts for monitoring optimal portfolio weights
Golosnoy, Vasyl
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800395
Saved in:
10
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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