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~person:"Brechtmann, Markus"
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Brechtmann, Markus
Phillips, Peter C. B.
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Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus
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1998
Persistent link: https://www.econbiz.de/10000675119
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Effizienzvergleich zwischen Maximum-Likelihood-Schätzern und Pseudo-Maximum-Likelihood-Schätzern bei alternativen Verteilungsannahmen im GARCH(1,1)-Modell
Brechtmann, Markus
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1997
Persistent link: https://www.econbiz.de/10000974974
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Minimax estimation with random coefficients : theory and application to stock returns
Schipp, Bernd
;
Brechtmann, Markus
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1994
Persistent link: https://www.econbiz.de/10000964811
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