Browsing All of EconStor by Author Bodnar, Taras


Showing results 1 to 11 of 11
Year of PublicationTitleAuthor(s)
2012Copula-based dynamic conditional correlation multiplicative error processesBodnar, Taras; Hautsch, Nikolaus
2013Copula-based dynamic conditional correlation multiplicative error processesBodnar, Taras; Hautsch, Nikolaus
2017Discriminant analysis in small and large dimensionsBodnar, Taras; Mazur, Stepan; Ngailo, Edward; Parolya, Nestor
2017Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributionsBodnar, Taras; Mazur, Stepan; Parolya, Nestor
2017On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensionsBodnar, Taras; Mazur, Stepan; Muhinyuza, Stanislas; Parolya, Nestor
2018Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theoryBodnar, Taras; Mazur, Stepan; Podg├│rski, Krzysztof; Tyrcha, Joanna
2018Bayesian inference for the tangent portfolioBauder, David; Bodnar, Taras; Mazur, Stepan; Okhrin, Yarema
2019Statistical inference for the beta coefficientBodnar, Taras; Gupta, Arjun K.; Vitlinskyi, Valdemar; Zabolotskyy, Taras
2020Singular conditional autoregressive Wishart model for realized covariance matricesAlfelt, Gustav; Bodnar, Taras; Javed, Farrukh; Tyrcha, Joanna
2021Objective Bayesian meta-analysis based on generalized multivariate random effects modelBodnar, Olha; Bodnar, Taras
2022Estimation of optimal portfolio compositions for small sample and singular covariance matrixBodnar, Taras; Mazur, Stepan; Nguyen, Hoang