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~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
Discussion paper series / IZA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Economics letters
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International review of economics & finance : IREF
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of applied econometrics
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Labour economics : official journal of the European Association of Labour Economists
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
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Estimation of correlation between latent processes
Kimura, Akitoshi
;
Yoshida, Nakahiro
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 131-146)
.
2016
Persistent link: https://www.econbiz.de/10011800345
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