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Das Minimum-Varianz-Portfolio und seine Bedeutung für die Anlagepraxis
Staehle, Hubertus - 2005
Persistent link: https://www.econbiz.de/10003563000
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Option-based risk management of a bond portfolio under regime switching interest rates
Antonelli, Fabio; Ramponi, Alessandro; Scarlatti, Sergio - In: Decisions in economics and finance : DEF ; a journal of … 36 (2013) 1, pp. 47-70
Persistent link: https://www.econbiz.de/10009729065
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Rating migrations
Höse, Steffi; Huschens, Stefan; Wania, Robert - In: Applied quantitative finance, (pp. 105-123). 2009
Persistent link: https://www.econbiz.de/10003746005
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Rating migrations
Höse, Steffi - 2008
Persistent link: https://www.econbiz.de/10013441149
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Testing time-homogeneity of rating transitions after origination of debt
Weißbach, Rafael; Tschiersch, Patrick; Lawrenz, Claudia - In: Empirical economics : a journal of the Institute for … 36 (2009) 3, pp. 575-596
Persistent link: https://www.econbiz.de/10003848004
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Regime dependent dynamics and European stock markets : is asset allocation really possible?
Ahmad, Wasim; Bhanumurthy, N. R.; Sehgal, Sanjay - In: Empirica : journal of european economics 42 (2015) 1, pp. 77-107
Persistent link: https://www.econbiz.de/10011318430
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Computerintensive Dimensionsreduktion in der Klassifikation : mit einer Anwendung in der Konjunkturanalyse
Röhl, Michael Claus - 1998
Persistent link: https://www.econbiz.de/10000678104
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Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus (contributor); Mittnik, Stefan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003651587
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Discrete-time stochastic volatility models and MCMC-based statistical inference
Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...
Persistent link: https://www.econbiz.de/10003770817