Narrow search
Showing 1 - 10 of 30
Cover Image
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Cover Image
Common large innovations across nonlinear time series
Paap, Richard (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678726
Cover Image
Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Cover Image
Inverse correspondence analysis
Groenen, Patrick J. F. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702552
Cover Image
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Cover Image
Multidimensional scaling
Groenen, Patrick J. F. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055664
Cover Image
Semiparametric multivariate volatility models
Hafner, Christian M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
Cover Image
Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
Cover Image
An interior-point and decomposition approach to multiple stage stochastic programming
Zhang, Shuzhong (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701889
Cover Image
A decomposition approach to a stochastic model for supply-and-return network design
Listes, Ovidiu (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722267