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~isPartOf:"Applied quantitative finance : theory and computational tools"
~subject:"Bildungsertrag"
~subject:"Internationale Migration"
~subject:"Schätzung"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
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Fengler, Matthias R.
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Frisch, Christoph
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Applied quantitative finance : theory and computational tools
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Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance : theory and computational …
,
(pp. 51-83)
.
2002
Persistent link: https://www.econbiz.de/10001749973
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Rating migrations
Höse, Steffi
;
Huschens, Stefan
;
Wania, Robert
- In:
Applied quantitative finance : theory and computational …
,
(pp. 87-110)
.
2002
Persistent link: https://www.econbiz.de/10001749976
Saved in:
3
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance : theory and computational …
,
(pp. 221-236)
.
2002
Persistent link: https://www.econbiz.de/10001749997
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4
A simple state space model of house prices
Schulz, Rainer
;
Werwatz, Axel
- In:
Applied quantitative finance : theory and computational …
,
(pp. 283-307)
.
2002
Persistent link: https://www.econbiz.de/10001750007
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