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TRR 391
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Research
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Projects
A04
66, 134. DOI: 10.1007/s00362-025-01754-2 . Golosnoy, V., Gribisch, B., Schmid, W., Seifert, M. I. (2026). Combining portfolio rules to improve prediction of global minimum variance portfolio weights. The [...] Journal of Finance 32 (4–6), 510–527 . DOI: 10.1080/1351847X.2025.2512107 . Golosnoy, V., Vogler, J. (2026). The vector conditional autoregressive Wishart model for multivariate stock market volatility. To appear in Econometrics and Statistics . DOI: 10.1016/j.ecosta.2026.07.003 . Görz, S., Fried, R. (2025). Detecting changes in the mean of spatial random fields on a …