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The distribution of the global minimum variance estimator in elliptical models
Bodnar, Taras; Schmid, Wolfgang - 2003
Persistent link: https://www.econbiz.de/10001916051
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A test for the weights of the global minimum variance portfolio in an elliptical model
Bodnar, Taras; Schmid, Wolfgang - 2004
Persistent link: https://www.econbiz.de/10001916052
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On the exact distribution of the estimated EU portfolio weights : theory and applications
Bodnar, Taras; Schmid, Wolfgang - 2009
Persistent link: https://www.econbiz.de/10003905998
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Eighty years of control charts
Schmid, Wolfgang - 2008
Persistent link: https://www.econbiz.de/10003800410
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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
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On the robustness of Shewhart type charts
Kramer, Holger G. - 1997
Persistent link: https://www.econbiz.de/10000983537
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A comparison of several methods for estimating beta factors at the Polish stock market
Knoth, Sven - 1997
Persistent link: https://www.econbiz.de/10000983541
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Statistical process control and its application in finance
Severin, Thomas - 1997
Persistent link: https://www.econbiz.de/10000983546