4

Sequential monitoring of minimum variance portfolio

Year:
2007
Language:
english
File:
PDF, 346 KB
english, 2007
6

The empirical similarity approach for volatility prediction

Year:
2014
Language:
english
File:
PDF, 528 KB
english, 2014
13

No-transaction bounds and estimation risk

Year:
2010
Language:
english
File:
PDF, 243 KB
english, 2010
17

Using information quality for volatility model combinations

Year:
2015
Language:
english
File:
PDF, 434 KB
english, 2015
18

Multivariate Shrinkage for Optimal Portfolio Weights

Year:
2007
Language:
english
File:
PDF, 524 KB
english, 2007
22

Modelling of gas permeation through ceramic coatings produced by thermal spraying

Year:
2008
Language:
english
File:
PDF, 1.37 MB
english, 2008
23

A sintering model for plasma-sprayed zirconia TBCs. Part I: Free-standing coatings

Year:
2009
Language:
english
File:
PDF, 1.46 MB
english, 2009
26

Flexible shrinkage in portfolio selection

Year:
2009
Language:
english
File:
PDF, 300 KB
english, 2009
27

Nonparametric monitoring of equal predictive ability

Year:
2011
Language:
english
File:
PDF, 551 KB
english, 2011
31

Multivariate CUSUM chart: properties and enhancements

Year:
2009
Language:
english
File:
PDF, 392 KB
english, 2009
34

Sintering Kinetics of Plasma-Sprayed Zirconia TBCs

Year:
2007
Language:
english
File:
PDF, 418 KB
english, 2007
37

Analytic approximations for the broadening of the spectral lines of hydrogen-like ions

Year:
2001
Language:
english
File:
PDF, 124 KB
english, 2001
46

Signaling NBER turning points: a sequential approach

Year:
2013
Language:
english
File:
PDF, 206 KB
english, 2013
47

Statistical Surveillance of Volatility Forecasting Models

Year:
2012
Language:
english
File:
PDF, 838 KB
english, 2012
48

Interval shrinkage estimators

Year:
2011
Language:
english
File:
PDF, 219 KB
english, 2011
50

New characteristics for portfolio surveillance

Year:
2010
Language:
english
File:
PDF, 197 KB
english, 2010