Narrow search
Showing 1 - 10 of 12
Cover Image
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000984425
Cover Image
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000985609
Cover Image
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan - 1996
Persistent link: https://www.econbiz.de/10001410592
Cover Image
Using flexible GARCH models with asymmetric distributions
Paolella, Marc S. - 1997
Persistent link: https://www.econbiz.de/10000984446
Cover Image
Calculating the density and distribution function for the singly and doubly noncentral F
Butler, Ronald W.; Paolella, Marc S. - 1999
Persistent link: https://www.econbiz.de/10001410537
Cover Image
Approximate distributions for the various serial correlograms
Butler, Ronald W. - 1996
Persistent link: https://www.econbiz.de/10001410578
Cover Image
A Note on the Absolute Moments of the Bivariate Normal Distribution
Haas, Markus - 2018
Persistent link: https://www.econbiz.de/10012919661
Cover Image
Chi-square-type distributions for heavy-tailed variates
Mittnik, Stefan; Kurz-Kim, Jeong-Ryeol; Račev, Svetlozar T. - 1996
Persistent link: https://www.econbiz.de/10000955839
Cover Image
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. - In: Asia-Pacific financial markets 5 (1998) 2, pp. 99-128
Persistent link: https://www.econbiz.de/10001372063
Cover Image
Modeling asset returns with alternative stable distributions
Mittnik, Stefan - In: Econometric reviews 12 (1993) 3, pp. 261-330
Persistent link: https://www.econbiz.de/10001156115