Christoph Hartz

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Person:1010572

Available identifiers

zbMath Open hartz.christophMaRDI QIDQ1010572

List of research outcomes





PublicationDate of PublicationType
Accurate value-at-risk forecasting based on the normal-GARCH model2009-04-06Paper
\(\alpha\)-stable random vectors with time varying spectral measure and applications to financial time series analysis.2008-08-21Paper
Portfolio optimization when risk factors are conditionally varying and heavy tailed2007-08-17Paper

Research outcomes over time

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