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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 |
Stochastic Inequalities for the Run Length of the EWMA Chart for Long-Memory Processes Okhrin, Yarema. - Augsburg : Universität Augsburg, 2019
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3 |
Stochastic properties of spatial and spatiotemporal ARCH models Enthalten in Statistical papers 6.4.2019: 1-16
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4 |
Surveillance of non-stationary processes Enthalten in Advances in statistical analysis 25.6.2018: 1-27
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5 |
Spatiotemporal analysis of German real-estate prices Enthalten in The annals of regional science 30.9.2016: 1-32
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6 |
On the structure and estimation of hierarchical Archimedean copulas Okhrin, Ostap. - Augsburg : Universität Augsburg, 2013
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7 |
Properties of hierarchical Archimedean copulas Okhrin, Ostap. - Augsburg : Universität Augsburg, 2013
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8 |
Limit properties of EWMA charts for stationary processes Morais, Manuel Cabral. - Augsburg : Universität Augsburg, 2012
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9 |
Properties of Hierarchical Archimedean Copulas Okhrin, Ostap. - Berlin : Humboldt-Universität zu Berlin, 2009
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10 |
Comparison of different estimation techniques for portfolio selection Okhrin, Yarema. - Augsburg : Universität Augsburg, 2007
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