2 Treffer für Schlagwort = "Kovarianzmatrix"

• A completely automated optimization strategy for global minimum variance portfolios based on a new test for structural breaks Berens, Tobias ; Wied, Dominik ; Ziggel, Daniel [Dortmund] : SFB 823, 2013

• On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes Christensen, Kim ; Podolskij, Mark ; Vetter, Mathias [Dortmund] : SFB 823, 2011