Narrow search
Showing 1 - 6 of 6
Cover Image
Probabilistic properties of stochastic volatility models
Davis, Richard A.; Mikosch, Thomas - In: Handbook of financial time series, (pp. 255-267). 2009
Persistent link: https://www.econbiz.de/10003833954
Cover Image
Extremes of stochastic volatility models
Davis, Richard A.; Mikosch, Thomas - In: Handbook of financial time series, (pp. 355-364). 2009
Persistent link: https://www.econbiz.de/10003833971
Cover Image
Handbook of financial time series
Andersen, Torben (ed.); Davis, Richard A. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003494231
Cover Image
Inference on the tail process with application to financial time series modeling
Davis, Richard A.; Drees, Holger; Segers, Johan; … - In: Journal of econometrics 205 (2018) 2, pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Cover Image
The black family in a changing black community
Davis, Richard A. - 1993
Persistent link: https://www.econbiz.de/10004162673
Cover Image
The myth of black ethnicity : monophylety, diversity, and the dilemma of identity
Davis, Richard A. - 1997
Persistent link: https://www.econbiz.de/10004338261