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Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras; Dette, Holger; Parolya, Nestor; … - Sonderforschungsbereich Statistical Modelling of … - 2019
Persistent link: https://www.econbiz.de/10012119286
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Half-life estimation based on the bias-corrected bootstrap : a highest density region approach
Kim, Jae H.; Silvapulle, Paramsothy; Hyndman, Rob J. - 2006
Persistent link: https://www.econbiz.de/10003361020
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Long-memory in volatilities of German stock returns
Sibbertsen, Philipp - 2001
Persistent link: https://www.econbiz.de/10001675715
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Theory of Zipf's Law and beyond
Saičev, Aleksandr I.; Malevergne, Yannick; Sornette, Didier - 2010
Persistent link: https://www.econbiz.de/10003849304
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Extreme value theory for space-time processes with heavy-tailed distributions
Davis, Richard A.; Mikosch, Thomas - 2006
Persistent link: https://www.econbiz.de/10003370444
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Estimating parameters of an extreme value distribution by the method of moments
Christopeit, Norbert - 1990
Persistent link: https://www.econbiz.de/10000347821
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More on partitioned possibly restricted linear regression
Werner, Hans-Joachim - 1994
Persistent link: https://www.econbiz.de/10000903727
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OLS-learning in non-stationary models with forecast feedback
Zenner, Markus - 1995
Persistent link: https://www.econbiz.de/10000913086
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Uniform consistency of modified Kernel estimators in parametric ARCH-models
Cron, Axel - 1995
Persistent link: https://www.econbiz.de/10000913087