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Higher order moments in distribution modelling with applications to risk management
Malo, Pekka
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2007
Persistent link: https://www.econbiz.de/10003504508
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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli
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2015
Persistent link: https://www.econbiz.de/10011299266
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3
Model-based and empirical analyses of stochastic fluctuations in economy and finance
Zadourian, Rubina
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2018
Persistent link: https://www.econbiz.de/10011914214
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4
Non-normality of asset returns in the assessment of risk-adjusted performance : Three empirical tests of the Leland alternative asset pricing model
Reid, Sean F.
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2002
Persistent link: https://www.econbiz.de/10003777077
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5
Estimation of continuous time models driven by Lévy Processes
Floor Brix, Anne
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2014
Persistent link: https://www.econbiz.de/10011369534
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6
Tales from the unit interval : backtesting, forecasting and modeling
Nielsen, Thor Pajhede
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2017
Persistent link: https://www.econbiz.de/10011654061
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7
Three essays in dynamic economic analysis
Scholz, Sebastian
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2010
Persistent link: https://www.econbiz.de/10003986027
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8
Designing carbon and energy markets to encourage climate change mitigation
Ketterer, Janina
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2012
Persistent link: https://www.econbiz.de/10009728917
Saved in:
9
Risk management and investment decisions in the insurance industry : essays on infrastructure and renewable energies, policy risk, and cyber risk management
Kosub, Thomas
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2016
Persistent link: https://www.econbiz.de/10011499673
Saved in:
10
Contributions to decision support for wind energy, literature research processes and towards a better world through information systems
Koukal, André
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2018
Persistent link: https://www.econbiz.de/10011964285
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