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~person:"Dimitri, Nicola"
~person:"Hediger, Simon"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Exchange rate"
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nonlinear shrinkage with the multivariate generalized hyperbolic (MGHyp) distribution
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Dimitri, Nicola
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New methods for testing, prediction, and estimation with applications to finance
Hediger, Simon
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2023
Persistent link: https://www.econbiz.de/10014282051
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Who are the arbitrageurs? : empirical evidence from Bitcoin traders in the Mt. Gox exchange platform
Saggese, Pietro
;
Belmonte, Alessandro
;
Dimitri, Nicola
; …
-
2021
Persistent link: https://www.econbiz.de/10013165396
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