Christoph Hartz
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Accurate value-at-risk forecasting based on the normal-GARCH model Computational Statistics and Data Analysis | 2009-04-06 | Paper |
| \(\alpha\)-stable random vectors with time varying spectral measure and applications to financial time series analysis. | 2008-08-21 | Paper |
| Portfolio optimization when risk factors are conditionally varying and heavy tailed Computational Economics | 2007-08-17 | Paper |
Research outcomes over time
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