Jonathan Cornelissen

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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!

PublicationDate of PublicationType
The Gaussian rank correlation estimator: robustness properties
Statistics and Computing
2015-10-16Paper
The impact of a sustainability constraint on the mean-tracking error efficient frontier
Economics Letters
2014-03-17Paper
Jump robust daily covariance estimation by disentangling variance and correlation components
Computational Statistics and Data Analysis
2012-12-30Paper


Research outcomes over time


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