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1 |
Mean-variance efficiency of optimal power and logarithmic utility portfolios
Enthalten in Mathematics and financial economics 29.5.2020: 1-24
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2 |
Spatial and spatiotemporal GARCH models
Otto, Philipp. - Frankfurt (Oder), Germany : European University Viadrina, September 2019
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3 |
Stochastic Inequalities for the Run Length of the EWMA Chart for Long-Memory Processes
Okhrin, Yarema. - Augsburg : Universität Augsburg, 2019
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4 |
Stochastic properties of spatial and spatiotemporal ARCH models
Enthalten in Statistical papers 6.4.2019: 1-16
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5 |
Surveillance of non-stationary processes
Enthalten in Advances in statistical analysis 25.6.2018: 1-27
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6 |
EWMA control charts for the variance of autoregressive fractionally integrated moving average processes
Lazariv, Taras. - Frankfurt (Oder) : Europa-Universität Viadrina, März 2016
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7 |
Generalized spatial and spatiotemporal autoregressive conditional heteroscedasticity
Otto, Philipp. - Frankfurt (Oder) : Europa-Universität Viadrina, Department of Business Administration and Economics, September 2016
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8 |
Medium-term forecasting of the wind speed, wind direction and air pressure
Ambach, Daniel. - Frankfurt (Oder) : Europa-Universität Viadrina, July 2016
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9 |
Spatiotemporal analysis of German real-estate prices
Enthalten in The annals of regional science 30.9.2016: 1-32
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10 |
Monitoring means and covariances of multivariate nonlinear time series with heavy tails
Garthoff, Robert. - Frankfurt (Oder) : European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, March 2015
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