3

The empirical similarity approach for volatility prediction

Year:
2014
Language:
english
File:
PDF, 528 KB
english, 2014
5

Sequential monitoring of minimum variance portfolio

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

Using information quality for volatility model combinations

Year:
2015
Language:
english
File:
PDF, 434 KB
english, 2015
12

EWMA Control Charts for Monitoring Optimal Portfolio Weights

Year:
2007
Language:
english
File:
PDF, 704 KB
english, 2007
14

Multivariate Shrinkage for Optimal Portfolio Weights

Year:
2007
Language:
english
File:
PDF, 524 KB
english, 2007
20

No-transaction bounds and estimation risk

Year:
2010
Language:
english
File:
PDF, 243 KB
english, 2010
22

Multivariate CUSUM chart: properties and enhancements

Year:
2009
Language:
english
File:
PDF, 392 KB
english, 2009
31

Modelling of gas permeation through ceramic coatings produced by thermal spraying

Year:
2008
Language:
english
File:
PDF, 1.37 MB
english, 2008
33

Sequential monitoring of portfolio betas

Year:
2016
Language:
english
File:
PDF, 816 KB
english, 2016
36

Nonparametric monitoring of equal predictive ability

Year:
2011
Language:
english
File:
PDF, 551 KB
english, 2011
45

Modeling dynamics of metal price series via state space approach with two common factors

Year:
2017
Language:
english
File:
PDF, 1.06 MB
english, 2017
50

Exponential smoothing of realized portfolio weights

Year:
2019
Language:
english
File:
PDF, 1.20 MB
english, 2019