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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Klassifikation und Analyse finanzwirtschaftlicher Zeitreihen mit Hilfe von fraktalen Brownschen Bewegungen
Hafner, Michael - 2005
Persistent link: https://www.econbiz.de/10002553526
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Financial risk management with bayesian estimation of GARCH models : theory and applications
Ardia, David - 2008
Persistent link: https://www.econbiz.de/10013278094
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An examination of the price relationships in the world wheat market
Ghoshray, Atanu - 2002
Persistent link: https://www.econbiz.de/10001800898
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Essays on international trade and econometrics
Chang, Pao-li - 2002
Persistent link: https://www.econbiz.de/10003774260
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Listed Private Equity : Performance, Einflussfaktoren und Portfolioeffekte ; eine empirische Analyse
Stich, Fabian - 2011
Persistent link: https://www.econbiz.de/10008903476
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Empirical research on hedge funds : intentional return smoothing, autocorrelation and heterogeneity
Bürgi, Anina Cristina - 2008
Persistent link: https://www.econbiz.de/10003845967
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Global foreign exchange market efficiency
Lajaunie, John P. - 1992
Persistent link: https://www.econbiz.de/10000908852