Gustav Alfelt

From MaRDI portal
Person:2103308

Available identifiers

zbMath Open alfelt.gustavMaRDI QIDQ2103308

List of research outcomes





PublicationDate of PublicationType
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices2024-03-06Paper
On the mean and variance of the estimated tangency portfolio weights for small samples2022-12-13Paper
Goodness-of-fit tests for centralized Wishart processes2022-05-20Paper
Closed-form estimator for the matrix-variate Gamma distribution2021-07-22Paper
Stein–Haff identity for the exponential family2020-03-03Paper

Research outcomes over time

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