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Nichtparametrische Inferenz für Copulas : quantitative Risikoanalysen für den deutschen Finanzmarkt
Dobrić, Jadran - 2008
Persistent link: https://www.econbiz.de/10003751715
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Testing continuous time models in financial markets
Kleinow, Torsten (contributor) - 2002
Persistent link: https://www.econbiz.de/10001722799
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Testing the diffusion coefficient
Kleinow, Torsten - 2002
Persistent link: https://www.econbiz.de/10001684924
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Bedingte Schätzung von Value at Risk und Expected Shortfall
Schaudeck, Alexander - 2014
gibt es bezüglich Theorie, Simulation und empirischer Anwendung bereits ein breites Spektrum an Literatur. Im Rahmen dieser …
Persistent link: https://www.econbiz.de/10010532752
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A semiparametric analysis of conditional income distributions
Sohn, Alexander; Klein, Nadja; Kneib, Thomas - In: Schmollers Jahrbuch : journal of contextual economics 135 (2015) 1, pp. 13-22
Persistent link: https://www.econbiz.de/10011491456
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Statistics for copula-based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina - 2011
Persistent link: https://www.econbiz.de/10009125241
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On the existence of moments : with an application to German stock returns
Runde, Ralf; Scheffner, Axel - 1998
Persistent link: https://www.econbiz.de/10000672982
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Selected contributions to market-based management
Sarstedt, Marko - 2008
Persistent link: https://www.econbiz.de/10003743726
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Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
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On the influence of the evaluation methods in conjoint design - some empirical results
Huber, Frank; Herrmann, Andreas; Gustafsson, Anders - In: Conjoint measurement : methods and applications ; with …, (pp. 209-234). 2003
Persistent link: https://www.econbiz.de/10001997884