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Genauigkeit von Schätzungen des Risikopotentials
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10000961431
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Risikoabschätzung durch historische Simulation
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10000961433
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A note on inflation persistence
Holden, Steinar (contributor); Driscoll, John C. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599199
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A drift of the "drift adjustment method"
Mundaca, B. Gabriela (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001687093
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A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
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A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity
Zhang, Tao (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786157
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Alternative BIAS approximations in first order dynamic reduced form models
Kiviet, J. F.; Phillips, Garry D. A.; Schipp, Bernhard - 1998
Persistent link: https://www.econbiz.de/10000978872
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Exact small sample properties of the instrumental variable estimator : a view from a different angle
Mehlum, Halvor (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001896185
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A note on the Weibull distribution and time aggregation bias
Røed, Knut (contributor); Zhang, Tao (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536430
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Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan - 1998 - 2. Ausg
Persistent link: https://www.econbiz.de/10000996150