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Cover von Revision Policy for the Two Assets Global Minimum Variance Portfolio

Revision Policy for the Two Assets Global Minimum Variance Portfolio
Verfasser: Golosnoy, Vasyl; Europa-Universität Viadrina <Frankfurt, Oder> / Department of Economics Suche nach diesem Verfasser
Jahr: 2003
Verlag: Frankfurt/O
Reihe: Capital Markets and Finance in the Enlarged Europe, The Postgraduate Research Programme Working Paper Series; 19/2003
Mediengruppe: Broschüren
Cover von Sequential Monitoring of the Parameters of a One-Factor Cox-Ingersoll-Ross Model

Sequential Monitoring of the Parameters of a One-Factor Cox-Ingersoll-Ross Model
Verfasser: Schmid, Wolfgang; Tzotchev, Dobromir; Europa-Universität Viadrina <Frankfurt, Oder> / Department of Economics Suche nach diesem Verfasser
Jahr: 2003
Verlag: Frankfurt/O
Reihe: Capital Markets and Finance in the Enlarged Europe, The Postgraduate Research Programme Working Paper Series; 14/2003
Mediengruppe: Broschüren
Cover von Modelling Returns on Stock Indices for Western and Central European Stock Exchanges - a Markov Switching Approach

Modelling Returns on Stock Indices for Western and Central European Stock Exchanges - a Markov Switching Approach
Verfasser: Bialkowski, Jedrzej; Europa-Universität Viadrina <Frankfurt, Oder> / Department of Economics Suche nach diesem Verfasser
Jahr: 2003
Verlag: Frankfurt/O
Reihe: Capital Markets and Finance in the Enlarged Europe, The Postgraduate Research Programme Working Paper Series; 10/2003
Mediengruppe: Broschüren
Cover von A Sequential Method for the Evaluation of the VaR Model Based on the Run between Exceedances

A Sequential Method for the Evaluation of the VaR Model Based on the Run between Exceedances
Verfasser: Mihailescu, Laurentiu; Europa-Universität Viadrina <Frankfurt, Oder> / Department of Economics Suche nach diesem Verfasser
Jahr: 2003
Verlag: Frankfurt/O
Reihe: Capital Markets and Finance in the Enlarged Europe, The Postgraduate Research Programme Working Paper Series; 6/2003
Mediengruppe: Broschüren
Cover von A Comparition of Several Procedures for Estimating Value-at-Risk in Mature and Emerging Markets

A Comparition of Several Procedures for Estimating Value-at-Risk in Mature and Emerging Markets
Verfasser: Mihailescu, Laurentiu; Europa-Universität Viadrina <Frankfurt, Oder> / Department of Economics Suche nach diesem Verfasser
Jahr: 2002
Verlag: Frankfurt/O
Reihe: Capital Markets and Finance in the Enlarged Europe, The Postgraduate Research Programme Working Paper Series; 15/2002
Mediengruppe: Broschüren
Cover von Monitoring the Cross-Covariances of a Multivariate Time Series

Monitoring the Cross-Covariances of a Multivariate Time Series
Verfasser: Sliwa, Przemyslaw; Schmid, Wolfgang; Europa-Universität Viadrina <Frankfurt, Oder> / Department of Economics Suche nach diesem Verfasser
Jahr: 2002
Verlag: Frankfurt/O
Reihe: Capital Markets and Finance in the Enlarged Europe, The Postgraduate Research Programme Working Paper Series; 14/2002
Mediengruppe: Broschüren
Cover von Handelsstrategien basierend auf Kontrollkarten für die Varianz

Handelsstrategien basierend auf Kontrollkarten für die Varianz
Verfasser: Schipper, Stefan; Schmid, Wolfgang; Europa-Universität Viadrina <Frankfurt, Oder> / Department of Economics Suche nach diesem Verfasser
Jahr: 2002
Verlag: Frankfurt/O
Reihe: Capital Markets and Finance in the Enlarged Europe, The Postgraduate Research Programme Working Paper Series; 12/2002
Mediengruppe: Broschüren
Cover von Sequential Methods for Detecting Changes in the Variance of Economic Time Series

Sequential Methods for Detecting Changes in the Variance of Economic Time Series
Verfasser: Schipper, Stefan; Schmid, Wolfgang; Europa-Universität Viadrina <Frankfurt, Oder> / Department of Economics Suche nach diesem Verfasser
Jahr: 2002
Verlag: Frankfurt/O
Reihe: Capital Markets and Finance in the Enlarged Europe, The Postgraduate Research Programme Working Paper Series; 11/2002
Mediengruppe: Broschüren
Cover von EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Processes

EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Processes
Verfasser: Rosolowski, Maciej; Schmid, Wolfgang; Europa-Universität Viadrina <Frankfurt, Oder> / Department of Economics Suche nach diesem Verfasser
Jahr: 2002
Verlag: Frankfurt/O
Reihe: Capital Markets and Finance in the Enlarged Europe, The Postgraduate Research Programme Working Paper Series; 8/2002
Mediengruppe: Broschüren
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