Hem

Taras Bodnar

Professor

Publikationer

2025

Olha Bodnar, Taras Bodnar (2025) Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies Journal of Multivariate Analysis, Vol. 205, Artikel 105376 (Artikel i tidskrift) Vidare till DOI

2024

Taras Bodnar, Stepan Mazur, Hoang Nguyen (2024) Estimation of Optimal Portfolio Compositions for Small Sample and Singular Covariance Matrix Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science: Essays in Honour of Wolfgang Schmid, s. 259-278 (Kapitel i bok, del av antologi) Vidare till DOI
Taras Bodnar, Dmitry Otryakhin, Erik Thorsen (2024) Estimation of the multivariate symmetric stable distribution using the method of moments Communications in Statistics - Theory and Methods (Artikel i tidskrift) Vidare till DOI
Taras Bodnar, Vilhelm Niklasson, Erik Thorsen (2024) Volatility-sensitive Bayesian estimation ofportfolio value-at-risk and conditionalvalue-at-risk Journal of Risk, Vol. 26 (Artikel i tidskrift) Vidare till DOI
Olha Bodnar, Taras Bodnar, Vilhelm Niklasson (2024) Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection Journal of business & economic statistics (Artikel i tidskrift) Vidare till DOI

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