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Eighty years of control charts
Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800410
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An optimal decision rule for identifying outliers in time series
Schmid, Wolfgang - In: Österreichische Zeitschrift für Statistik und … 22 (1992) 2, pp. 119-133
Persistent link: https://www.econbiz.de/10001150117
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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
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Surveillance of univariate and multivariate linear time series
Okhrin, Yarema; Schmid, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003635783
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Surveillance of univariate and multivariate nonlinear time series
Okhrin, Yarema; Schmid, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003635784
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On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio
Schmid, Wolfgang; Zabolotskyy, Taras - In: Advances in statistical analysis : AStA ; a journal of … 92 (2008) 1, pp. 29-34
Persistent link: https://www.econbiz.de/10003649991
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Asset allocation with distorted beliefs and transaction costs
Kozhan, Roman; Schmid, Wolfgang - In: European journal of operational research : EJOR 194 (2009) 1, pp. 236-249
Persistent link: https://www.econbiz.de/10003835447
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Multivariate CUSUM chart : properties and enhancements
Golosnoy, Vasyl; Ragulin, Sergiy; Schmid, Wolfgang - In: Advances in statistical analysis : AStA ; a journal of … 93 (2009) 3, pp. 263-279
Persistent link: https://www.econbiz.de/10003888617
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Estimation of optimal portfolio weights
Okhrin, Yarema; Schmid, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10003697373
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Statistical surveillance of volatility forecasting models
Golosnoy, Vasyl; Okhrin, Irena; Schmid, Wolfgang - In: Journal of financial econometrics : official journal of … 10 (2012) 3, pp. 513-543
Persistent link: https://www.econbiz.de/10009571510