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The statistical implications of pre-test and Stein rule estimators in econometrics
Judge, George G.; Bock, Mary Ellen - 1978
Persistent link: https://www.econbiz.de/10004564528
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Estimating time series models for count data using efficient importance sampling
Jung, Robert C.; Liesenfeld, Roman - 2000
Persistent link: https://www.econbiz.de/10004594600
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Mathematische Theorie statistischer Experimente
Heyer, Herbert - 1973
Persistent link: https://www.econbiz.de/10009585727
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Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi; Huschens, Stefan - 2009
Persistent link: https://www.econbiz.de/10004958679
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Messung und Prognose von Volatilitäten am Beispiel des DAX-Index
Sautter, Jörg - 1996 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004305654
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Investitionen unter Unsicherheit : eine theoretische und empirische Untersuchung für die Bundesrepublik Deutschland
Seppelfricke, Peter - 1996
Persistent link: https://www.econbiz.de/10004306997
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Aktienprognosen zur Portfolio-Optimierung
Marx, Stefan - 1996
Persistent link: https://www.econbiz.de/10004309592
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The ARCH effect : a model of gradual anticipation for autoaggressive conditional heteroskedasticity in asset returns
Mohy El Din, Tarek - 1997
Persistent link: https://www.econbiz.de/10004319577
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ARCH models and financial applications
Gourieroux, Christian - 1997
Persistent link: https://www.econbiz.de/10004319858
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Robust nonparametric estimation and prediction in ARCH related models
Cron, Axel - 1997
Persistent link: https://www.econbiz.de/10004321175