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1
Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre
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2003
Persistent link: https://www.econbiz.de/10001754325
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Aktienindexprognosen mit Fehlerkorrekturmodellen und dem ökonomisch relevanten Zins
Sauer, Egbert
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1995
Persistent link: https://www.econbiz.de/10000919875
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Kalman-Filter basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt
Schwaar, Christian
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1999
Persistent link: https://www.econbiz.de/10001353301
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4
Empirische Marktforschung mit ordinalen Panelmodellen : Parameterschätzung, Simulationsstudien und praktische Anwendung
Schneider, Wolfgang
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1996
Persistent link: https://www.econbiz.de/10012699439
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5
IDB-Verteilungen : qualitative und quantitative Analyse einer Klasse von Lebensdauermodellen mit flexibler Hazardrate
König, Rainer
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2000
Persistent link: https://www.econbiz.de/10001446628
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6
Robuste Schätzung von ARMA-Modellen unter Verwendung von robust geschätzten Autokovarianzen
Forster, Michael
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1994
Persistent link: https://www.econbiz.de/10000871899
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7
Anwendungsmöglichkeiten chaostheoretischer Verfahren bei der Analyse ökonomischer Prozesse
Müller, Hansjörg
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1996
Persistent link: https://www.econbiz.de/10000940791
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8
Generierung von Kohortensterbetafeln : Analyse longitudinaler Effekt und Anwendung der Ergebnisse auf ausgewählte Bereiche des Versicherungswesens
Pulvermüller, Frank
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1997
Persistent link: https://www.econbiz.de/10000960961
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Spezifikation in nicht-stationären Zeitreihen
Siccha Siccha, Ladislao N.
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1992
Persistent link: https://www.econbiz.de/10000847265
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Lineare versus nichtlineare Modelle für univariate Zeitreihen : Diagnoseverfahren und Tests
Schuhr, Roland
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1991
Persistent link: https://www.econbiz.de/10000830424
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