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The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr - 1972
Persistent link: https://www.econbiz.de/10001368376
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Nonparametric entropy-based tests of independence between stochastic processes
Fernandes, Marcelo; Néri, Breno de Andrade Pinheiro - In: Econometric reviews 29 (2010) 3, pp. 276-306
Persistent link: https://www.econbiz.de/10003965134
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The generation of business fluctuations : financial fragility and mean-field interactions
Di Guilmi, Corrado - 2008
Persistent link: https://www.econbiz.de/10003722078
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What is the consumption-CAPM missing? : an information-theoretic framework for the analysis of asset pricing models
Ghosh, Anisha; Julliard, Christian; Taylor, Alex P. - In: The review of financial studies 30 (2017) 2, pp. 442-504
Persistent link: https://www.econbiz.de/10011746108
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Modeling the frequency of auto insurance claims by means of poisson and negative binomial models
David, Mihaela; Jemna, Dănuţ-Vasile - In: Analele ştiinţifice ale Univerşităţii Alexandru … 62 (2015) 2, pp. 151-168
Persistent link: https://www.econbiz.de/10011303576
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A maximum likelihood approach for non-Gaussian stochastic volatility models
Fridman, Moshe - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
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Pitfalls in estimating jump-diffusion models
Honoré, Peter - 1998
Persistent link: https://www.econbiz.de/10000994072
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The dual jump diffusion model for security prices
Frost, Daniel Allen - 1993
Persistent link: https://www.econbiz.de/10000996118
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On the product of generalized Pareto random variables
Nadarajah, Saralees - In: Applied economics letters 15 (2008) 4/6, pp. 253-259
Persistent link: https://www.econbiz.de/10003727228
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The specification of GARCH models with stochastic covariates
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of futures markets 28 (2008) 10, pp. 911-934
Persistent link: https://www.econbiz.de/10003769888