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11 - 20 von 89

	11	Estimation of the global minimum variance portfolio in high dimensions Bodnar, Taras. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2013
	12	EWMA control charts for detecting changes in the mean of a long-memory process Rabyk, Liubov. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2013
	13	Quasi-maximum likelihood estimation of periodic autoregressive, conditionally heteroscedastic time series Ziel, Florian. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2013
	14	Spatio-temporal analysis of German real estate prices Otto, Philipp E.. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2013
	15	Variance charts for time series Lazariv, Taras. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2013
	16	Control charts for multivariate nonlinear time series Garthoff, Robert. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2012
	17	On control charts for monitoring the variance of a time series Lazariv, Taras. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2012
	18	On the exact solution of the multi-period portfolio choise [choice] problem for an exponential utility under return predictability Bodnar, Taras. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2012
	19	Statistical surveillance of the mean vector and the covariance matrix of nonlinear time serie Garthoff, Robert. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2012
	20	A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function Bodnar, Taras. - Frankfurt (Oder) : Univ., Dep. of Business Administration and Economics, 2011