Browsing All of EconStor by Author Bodnar, Taras
Showing results 1 to 11 of 11
| Year of Publication | Title | Author(s) |
| 2012 | Copula-based dynamic conditional correlation multiplicative error processes | Bodnar, Taras; Hautsch, Nikolaus |
| 2013 | Copula-based dynamic conditional correlation multiplicative error processes | Bodnar, Taras; Hautsch, Nikolaus |
| 2017 | Discriminant analysis in small and large dimensions | Bodnar, Taras; Mazur, Stepan; Ngailo, Edward; Parolya, Nestor |
| 2017 | Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions | Bodnar, Taras; Mazur, Stepan; Parolya, Nestor |
| 2017 | On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions | Bodnar, Taras; Mazur, Stepan; Muhinyuza, Stanislas; Parolya, Nestor |
| 2018 | Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory | Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof; Tyrcha, Joanna |
| 2018 | Bayesian inference for the tangent portfolio | Bauder, David; Bodnar, Taras; Mazur, Stepan; Okhrin, Yarema |
| 2019 | Statistical inference for the beta coefficient | Bodnar, Taras; Gupta, Arjun K.; Vitlinskyi, Valdemar; Zabolotskyy, Taras |
| 2020 | Singular conditional autoregressive Wishart model for realized covariance matrices | Alfelt, Gustav; Bodnar, Taras; Javed, Farrukh; Tyrcha, Joanna |
| 2021 | Objective Bayesian meta-analysis based on generalized multivariate random effects model | Bodnar, Olha; Bodnar, Taras |
| 2022 | Estimation of optimal portfolio compositions for small sample and singular covariance matrix | Bodnar, Taras; Mazur, Stepan; Nguyen, Hoang |
