Author/Creator: Bodnar, Taras - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Bodnar, Taras

1. Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty. Issue 2 (1st February 2021)

Authors:: Bauder, David; Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang
Journal:: Quantitative finance
Issue:: Volume 21:Issue 2(2021)
Page Start:: 221
Record Type:: Journal Article
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2. Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions. (18th February 2019)

Authors:: Bodnar, Taras; Mazur, Stepan; Parolya, Nestor
Journal:: Scandinavian journal of statistics
Issue:: Volume 46:Number 2(2019:Jun.)
Page Start:: 636
Record Type:: Journal Article
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3. Goodness-of-fit tests for centralized Wishart processes. Issue 20 (17th October 2020)

Authors:: Alfelt, Gustav; Bodnar, Taras; Tyrcha, Joanna
Journal:: Communications in statistics
Issue:: Volume 49:Issue 20(2020)
Page Start:: 5060
Record Type:: Journal Article
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4. Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices. Issue 12 (17th June 2016)

Authors:: Bodnar, Rostyslav; Bodnar, Taras; Schmid, Wolfgang
Journal:: Communications in statistics
Issue:: Volume 45:Issue 12(2016)
Page Start:: 3421
Record Type:: Journal Article
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5. Multivariate multiple test procedures based on nonparametric copula estimation. Issue 1 (12th July 2018)

Authors:: Neumann, André; Bodnar, Taras; Pfeifer, Dietmar; Dickhaus, Thorsten
Journal:: Biometrical journal
Issue:: Volume 61:Issue 1(2019:Jan.)
Page Start:: 40
Record Type:: Journal Article
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6. Optimal Shrinkage-Based Portfolio Selection in High Dimensions. Issue 1 (13th December 2022)

Authors:: Bodnar, Taras; Okhrin, Yarema; Parolya, Nestor
Journal:: Journal of business & economic statistics
Issue:: Volume 41:Issue 1(2023)
Page Start:: 140
Record Type:: Journal Article
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