Ziggel, Daniel 1981-
Daniel Ziggel Dr. rer. nat. Ruhr-Universität Bochum 2008
VIAF ID: 81486021 (Personal)
Permalink: http://viaf.org/viaf/81486021
Preferred Forms
5xx's: Related Names (5)
- 510 2 _ ‡a Bochum
- 510 2 _ ‡a FOM-Hochschule für Oekonomie & Management ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a FOM-Hochschule für Oekonomie & Management
- 551 _ _ ‡a Herdecke ‡4 ortg ‡4 https://d-nb.info/standards/elementset/gnd#placeOfBirth
- 510 2 _ ‡a Technische Universität Kaiserslautern ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
A completely automated optimization strategy for global minimum-variance portfolios based on a new test for structural breaks | |
Diversification effects between stock indices | |
Neue Test- und Schätzverfahren für die Modellierung von Wertpapierverläufen | |
New backtests for unconditional coverage of the expected shortfall | |
A new online-test for changes in correlations between assets | |
A new set of improved value-at-risk backtests | |
Some practical aspects of sequential change point detection | |
Stabilität von Diversifikationseffekten im Markowitz-Modell |