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Handelsstrategien basierend auf den Kontrollkarten für die Varianz
Schipper, Stefan; Schmid, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001693144
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Monitoring the cross-covariances of a multivariate time series
Śliwa, Przemysław; Schmid, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001693155
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Control charts for time series : a review
Knoth, Sven; Schmid, Wolfgang - 2001
Persistent link: https://www.econbiz.de/10001637559
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EWMA charts for monitoring the mean and the autocovariances of stationary processes
Rosołowski, M.; Schmid, Wolfgang - 2003
Persistent link: https://www.econbiz.de/10001798797
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Trading on the volatility of stock prices
Schipper, Stefan; Schmid, Wolfgang - 2000
Persistent link: https://www.econbiz.de/10001469172
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Monitoring financial time series
Schmid, Wolfgang; Schipper, Stefan - 2000
Persistent link: https://www.econbiz.de/10001473069
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On the distribution properties of GARCH processes
Pawlak, M. - 1998
Persistent link: https://www.econbiz.de/10000994620
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Estimation of the term structure and its application to risk management
Zagst, Rudi - 1997
Persistent link: https://www.econbiz.de/10000980079
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Univariate und bivariate GARCH-Modelle zur Schätzung des Beta-Faktors
Zagst, Rudi; Hermann, Frank; Schmid, Wolfgang - 1995
Persistent link: https://www.econbiz.de/10000980083
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Zur Anwendung der Statistischen Prozeßkontrolle in der Wertpapieranalyse
Severin, Thomas - 1997
Persistent link: https://www.econbiz.de/10000983518