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Essays in portfolio selection
Giuzio, Margherita - 2017
Persistent link: https://www.econbiz.de/10011914236
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Modellierung von Kapitalmarktvolatilität mittels fehlspezifizierter GARCH(p,q)-Prozesse
Schmidt, Michael - 2000
Persistent link: https://www.econbiz.de/10013360888
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Essays on financial econometrics
Marcucci, Juri - 2005
Persistent link: https://www.econbiz.de/10003384566
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Time-varying correlation and common structures in volatility
Liu, Yang - 2016
Persistent link: https://www.econbiz.de/10011556381
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Modeling and forecasting of realized covariance matrices of asset returns using state-space models
Hartkopf, Jan Patrick - 2021
Persistent link: https://www.econbiz.de/10013264907
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Asset return prediction and covariance matrix estimation for portfolio selection in large dimensions
De Nard, Gianluca - 2021
Persistent link: https://www.econbiz.de/10012806177
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High-dimensionality in statistics and portfolio optimization
Glombek, Konstantin - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013360879
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Estimation of high-dimensional covariance matrices and applications to portfolio selection
Chen, Zehao - 2008
Persistent link: https://www.econbiz.de/10010248623
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Risk management in banking : credit risk management and bank closure policies
Erlenmaier, Ulrich (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001643266