Sprechzeiten:
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Sprechzeiten:
Nach Vereinbarung
Publikationen
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2021
Golosnoy, V., Köhler, S., Schmid, W., Seifert, M.I. (2021+). Testing for parameter changes in linear state space models. Applied Stochastic Models in Business and Industry, in press.
2021
Köhler, S. (2021): Model Order Selection for Cascade Autoregressive (CAR) Models. SFB 823 Discussion Paper 03/2021.
2019
Golosnoy, V., Hildebrandt, B., Köhler, S. (2019). Modeling and forecasting realized portfolio diversification benefits. Journal of Risk and Financial Management 12(3): 116.
