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Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael (ed.) - 2012 - 2., überarbeitete Auflage
Persistent link: https://www.econbiz.de/10014008462
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Multivariate stochastic volatility
Daníelsson, Jón - 1995
Persistent link: https://www.econbiz.de/10000913125
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Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000955836
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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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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000984425
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Posterior analysis of stochastic volatility models with flexible tails
Steel, Mark F. J. - 1995
Persistent link: https://www.econbiz.de/10000915413
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Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001355949
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Stochastic volatility
Ghysels, Eric - 1996
Persistent link: https://www.econbiz.de/10001320263
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Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E. - In: Finance and stochastics 2 (1998) 1, pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
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A simple nonparametric approach to derivative security valuation
Stutzer, Michael J. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779