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Sequentielle Methoden zur Aufdeckung von Veränderungen der Erwartungswertstruktur bei finanzwissenschaftlichen Zeitreihen
Severin, Thomas - 1999 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001388996
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Monitoring changes in GARCH processes
Severin, Thomas; Schmid, Wolfgang - In: Allgemeines statistisches Archiv : AStA ; journal of … 83 (1999) 3, pp. 281-307
Persistent link: https://www.econbiz.de/10001409827
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Bayesian unit-root testing in stochastic volatility models
So, Mike Ka-pui; Li, Wai Keung - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 4, pp. 491-496
Persistent link: https://www.econbiz.de/10001412874
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Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein - 2000
Persistent link: https://www.econbiz.de/10001582162
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Neuronale Netze zur Prognose von Finanzzeitreihen und Absatzzahlen
Menzel, Wolfram - In: Datamining und computational finance : Ergebnisse des …, (pp. 95-114). 2000
Persistent link: https://www.econbiz.de/10001484290
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Prediction of financial data with Hidden Markov Mixtures of Experts
Liehr, Stefan; Pawelzik, Klaus; Kohlmorgen, Jens; Lemm, … - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 593
Persistent link: https://www.econbiz.de/10001524504
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Empirical bayes estimation with dynamic portfolio models
MacLean, Leonard C. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002179116
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Regression models for ordinal valued time series with application to high frequency financial data
Müller, Gernot; Czado, Claudia - 2002
Persistent link: https://www.econbiz.de/10001744451
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Empirical Bayes estimation of securities price parameters
MacLean, Leonard C.; Foster, Michael E.; Ziemba, William T. - In: Financial engineering, E-commerce and supply chain, (pp. 47-57). 2002
Persistent link: https://www.econbiz.de/10001746962
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Bayesian inference and asset pricing
Roy, Amlan - 1994
Persistent link: https://www.econbiz.de/10000148056