//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Properties of optimal portfoli...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
4
Theory
4
Estimation theory
3
Portfolio selection
3
Portfolio-Management
3
Schätztheorie
3
Statistical distribution
3
Statistical inference
3
Statistische Verteilung
3
CAPM
2
Capital income
2
Induktive Statistik
2
Kapitaleinkommen
2
Parameter uncertainty
2
Risiko
2
Risk
2
Wishart distribution
2
beta coefficient
2
sampling distribution
2
test theory
2
ARCH-Modell
1
Analysis of variance
1
Asset allocation
1
Asymptotic distribution
1
Asymptotic normality
1
Asymptotically unbiased estimator
1
Beta risk
1
Betafaktor
1
Efficient frontier
1
Elliptically contoured distributions
1
Estimation
1
Exponential utility
1
Heteroscedasticity
1
Heteroskedastizität
1
Laplace distribution
1
Matrix differentiation
1
Mean–variance efficient frontier
1
Minimum CVaR portfolio
1
Minimum VaR portfolio
1
more ...
less ...
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Bodnar, Taras
1
Zabolotskyy, Taras
1
Published in...
All
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sample efficient frontier in multivariate conditionally heteroscedastic elliptical models
Bodnar, Taras
;
Zabolotskyy, Taras
-
2007
Persistent link: https://www.econbiz.de/10003635785
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->