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Das Konzept der orthogonalen Projektion zur Bestimmung von Credibility-Schätzern in diskreter und kontinuierlicher Zeit
Merz, Michael - 2004
Persistent link: https://www.econbiz.de/10002392682
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Cross-sectional methods and applications
Drukker, David M. (contributor) - 2011 - 1. ed.
Persistent link: https://www.econbiz.de/10009685555
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Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu; Xie, Dejun; Jiang, Jingjing; Wu, Xiaoxia; … - In: Finance research letters 21 (2017), pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
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Tools and techniques
Aït-Sahalia, Yacine (ed.); Hansen, Lars Peter (ed.) - 2010
Persistent link: https://www.econbiz.de/10003898678
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Exact tests and confidence sets for the tail coefficient of α-stable distributions
Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - 2003
of confidence interval for estimates is usually based. Statistical theory for the MC method is given. A simulation study … statistische Theorie für die Monte-Carlo-Methode wird abgeleitet. Anhand einer Simulationsuntersuchung wird die Effizienz von …
Persistent link: https://www.econbiz.de/10011432250
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Exact tests and confidence sets for the tail coefficient of α-stable distributions
Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - 2003
of confidence interval for estimates is usually based. Statistical theory for the MC method is given. A simulation study …
Persistent link: https://www.econbiz.de/10001818512
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Kapitalmarktmodelle und Aktienbewertung : eine statistisch-ökonometrische Analyse
Kosfeld, Reinhold - 1996
Persistent link: https://www.econbiz.de/10000947025
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Convergence of Monte Carlo simulations involving the mean-reverting square root process
Higham, Desmond J.; Mao, Xuerong - In: The journal of computational finance 8 (2004/2005) 3, pp. 35-61
Persistent link: https://www.econbiz.de/10002996511