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Journal of economic dynamics & control
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models
Mittnik, Stefan
- In:
Journal of economic dynamics & control
15
(
1991
)
4
,
pp. 731-740
Persistent link: https://www.econbiz.de/10001111238
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2
The real consequences of financial stress
Mittnik, Stefan
;
Semmler, Willi
- In:
Journal of economic dynamics & control
37
(
2013
)
8
,
pp. 1479-1499
Persistent link: https://www.econbiz.de/10009775108
Saved in:
3
The real consequences of financial stress
Mittnik, Stefan
;
Semmler, Willi
- In:
Journal of economic dynamics & control
37
(
2013
)
8
,
pp. 1479-1499
Persistent link: https://www.econbiz.de/10010138075
Saved in:
4
The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001734458
Saved in:
5
The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
Tokat, Yesim
;
Rachev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 937-970
Persistent link: https://www.econbiz.de/10006764038
Saved in:
6
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
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