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type_genre:"Dissertation"
type_genre:"Forschungsbericht"
~person:"Kleiber, Christian"
~person:"Schweizer, Martin"
~type_genre:"Reprint"
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Kleiber, Christian
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10
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Finite sample of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian
;
Krämer, Walter
-
2004
Persistent link: https://www.econbiz.de/10001982685
Saved in:
2
Lorenz ordering of order statistics from log-logistic and related distributions
Kleiber, Christian
-
2002
Persistent link: https://www.econbiz.de/10001742094
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3
Monitoring structural change in dynamic econometric models
Zeileis, Achim
;
Leisch, Friedrich
;
Kleiber, Christian
; …
-
2002
Persistent link: https://www.econbiz.de/10001742139
Saved in:
4
Testing and dating of structural changes in practice
Zeileis, Achim
;
Kleiber, Christian
;
Krämer, Walter
; …
-
2002
Persistent link: https://www.econbiz.de/10001742246
Saved in:
5
Finite sample efficiency of OLS in linear regression models with long-memory disturbances
Kleiber, Christian
-
2000
Persistent link: https://www.econbiz.de/10001601955
Saved in:
6
Convergence of option values under incompleteness
Runggaldier, Wolfgang J.
-
1995
Persistent link: https://www.econbiz.de/10000927701
Saved in:
7
Approximation pricing and the variance-optimal martingale measure
Schweizer, Martin
-
1995
Persistent link: https://www.econbiz.de/10000927705
Saved in:
8
A projection result for semimartingales
Schweizer, Martin
-
1994
Persistent link: https://www.econbiz.de/10000881808
Saved in:
9
On smile and skewness
Platen, Eckhard
-
1994
Persistent link: https://www.econbiz.de/10000903723
Saved in:
10
Variance optimal hedging in discrete time
Schweizer, Martin
-
1993
Persistent link: https://www.econbiz.de/10000855568
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