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Misspecified heteroskedasticity in the panel probit model : a small sample comparison of GMM and SML estimators
Inkmann, Joachim - 1999
Persistent link: https://www.econbiz.de/10004570149
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Neyman Pearson hedging and dynamic measures of risk
Kohlmann, Michael - 2000
Persistent link: https://www.econbiz.de/10004593563
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Econometric analysis of financial transaction data : pitfalls and opportunities
Hautsch, Nikolaus; Pohlmeier, Winfried - 2001
Persistent link: https://www.econbiz.de/10004734554
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Tests and confidence intervals for the location parameter in orthogonal FEXP models
Beran, Jan - 2000
Persistent link: https://www.econbiz.de/10004596001
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Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models
Beran, Jan; Ocker, Dirk - 2000
Persistent link: https://www.econbiz.de/10004596009
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Einfache ökonometrische Verfahren für die Kreditrisikomessung
Kaiser, Ulrich; Szczesny, Andrea - 2000
Persistent link: https://www.econbiz.de/10004675639
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Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean variance hedging
Kohlmann, Michael; Tang, Shanjian - 2000
Persistent link: https://www.econbiz.de/10004675771
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Recent advances in backward stochastic Riccati equations and their applications
Kohlmann, Michael; Tang, Shanjian - 2000
Persistent link: https://www.econbiz.de/10004675772
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Multi-dimensional backward stochastic Riccati equations, and applications
Kohlmann, Michael; Tang, Shanjian - 2000
Persistent link: https://www.econbiz.de/10004667350