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Surveillance of the risk behaviour of a time dependent process
Schmid, Wolfgang
;
Zabolotska, Svitlana
-
2008
Persistent link: https://www.econbiz.de/10004943567
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212
On the limiting behaviour of EWMA charts with exact control limits : Manuel Cabral Morais ; Yarema Okhrin ; Wolfgang Schmid
Morais, Manuel Cabral
;
Okhrin, Yarema
;
Schmid, Wolfgang
-
2009
Persistent link: https://www.econbiz.de/10004944522
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213
Online surveillance of volatility forecasting models
Golosnoy, Vasyl
;
Okhrin, Irena
;
Schmid, Wolfgang
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2010
Persistent link: https://www.econbiz.de/10009140772
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