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Multivariate stochastic volatility
Daníelsson, Jón - 1995
Persistent link: https://www.econbiz.de/10000913125
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Testing the bivariate mixture hypothesis using German stock market data
Jung, Robert; Liesenfeld, Roman - 1996
Persistent link: https://www.econbiz.de/10000933424
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Peaks or tails - what distinguished financial data?
Krämer, Walter; Runde, Ralf - 1996
Persistent link: https://www.econbiz.de/10000959254
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Gauß-Zinsmodelle und Bewertung an der Deutschen Terminbörse
Madjlessi, Foruhar - 1996
Persistent link: https://www.econbiz.de/10000964136
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Der Einfluss von Quantifizierungsmethoden auf das Testen von Erwartungsbildungsmodellen
Lankes, Fidelis - 1991
Persistent link: https://www.econbiz.de/10000821604
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Nonparametric tests for second order stochastic dominance from paired observations : theory and empirical application
Schmid, Friedrich - In: Wirtschafts- und Sozialstatistik heute : Theorie und …, (pp. 31-46). 1997
Persistent link: https://www.econbiz.de/10001296675
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Der Einsatz der Coherent Market Hypothesis zur Portfoliooptimierung
Steiner, Manfred; Wittkemper, Hans-Georg; Wolf, J. Benedict - In: Finanzmarkt und Portfolio-Management 12 (1998) 1, pp. 74-94
Persistent link: https://www.econbiz.de/10001407711
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An examination of the distribution of intra-daily exchange rate changes
Kwok, Chuck C. Y. - In: Global finance journal 3 (1992) 2, pp. 115-135
Persistent link: https://www.econbiz.de/10001136755
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Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 101-109
Persistent link: https://www.econbiz.de/10001231021
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Testing the bivariate mixture hypothesis using German stock market data
Jung, Robert - In: European financial management : the journal of the … 2 (1996) 3, pp. 273-297
Persistent link: https://www.econbiz.de/10001210190