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Nonparametric estimators of GARCH processes
Franke, Jürgen; Holzberger, Harriet; Müller, Marlene - 2002
Persistent link: https://www.econbiz.de/10010310550
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Nonparametric estimators of GARCH processes
Franke, Jürgen; Holzberger, Harriet; Müller, Marlene - 2002
Persistent link: https://www.econbiz.de/10009624848
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Nonparametric estimators of GARCH processes
Franke, Jürgen; Holzberger, Harriet; Müller, Marlene - 2002
Persistent link: https://www.econbiz.de/10001684953
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Nonparametric estimators of GARCH processes
Franke, Jürgen; Holzberger, Harriet; Müller, Marlene - In: Applied quantitative finance : theory and computational …, (pp. 367-383). 2002
Persistent link: https://www.econbiz.de/10001750018
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Nonparametric estimators of GARCH processes
Franke, Jürgen; Holzberger, Harriet; Müller, Marlene - Sonderforschungsbereich 373, Quantifikation und … - 2002
Persistent link: https://www.econbiz.de/10010983638
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On bootstrapping kernel spectral estimates
Franke, Jürgen; Härdle, Wolfgang - 1987
Persistent link: https://www.econbiz.de/10000734490
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On bootstrapping kernel spectral estimates
Franke, Jürgen; Härdle, Wolfgang - 1990
Persistent link: https://www.econbiz.de/10000802569
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Statistics of financial markets : an introduction
Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003557320
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Statistics of financial markets : an introduction
Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2015 - 4. ed.
Persistent link: https://www.econbiz.de/10010485660
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Einführung in die Statistik der Finanzmärkte
Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2001
Persistent link: https://www.econbiz.de/10001599509