Narrow search
Showing 1 - 10 of 36
Cover Image
Testing the martingale restriction for option implied densities
Busch, Thomas (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Cover Image
Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo; Corradi, Valentina - 2000
Persistent link: https://www.econbiz.de/10001542536
Cover Image
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Cover Image
A large poisson currency crises game : towards a theory of both the onset and the swiftness of currency attacks
Makrēs, Miltiadēs - 2000
Persistent link: https://www.econbiz.de/10001542544
Cover Image
Power variation and time change
Barndorff-Nielsen, Ole E. (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Cover Image
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Cover Image
A randomized procedure for choosing data transformation
Corradi, Valentina; Swanson, Norman R. - 2001
Persistent link: https://www.econbiz.de/10001616579
Cover Image
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Cover Image
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Cover Image
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185