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Kointegration von Aktienkursen
Krämer, Walter - 1997
Persistent link: https://www.econbiz.de/10000656610
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Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione - 1997
Persistent link: https://www.econbiz.de/10000978712
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Dynamic nonparametric filtering with application to finance
Cheng, Ming-Yen; Fan, Jianqing; Spokojnyj, Vladimir G. - 2003
Persistent link: https://www.econbiz.de/10001790237
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Autoregressive approximation in nonstandard situations : the non-invertible and fractionally integrated cases
Poskitt, Donald Stephen - 2005
Persistent link: https://www.econbiz.de/10003042639
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Finite sample of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian; Krämer, Walter - 2004
Persistent link: https://www.econbiz.de/10001982685
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A note on the Bickel-Rosenblatt test in autoregressive time series
Bachmann, Dirk; Dette, Holger - 2004
Persistent link: https://www.econbiz.de/10001982715
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ML-estimation of sampled stochastic differential equations
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876985
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On the functional approach to optimal designs for nonlinear models
Melas, Vjačeslav Borisovič - 2004
Persistent link: https://www.econbiz.de/10001982645
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Nonlinear models in option pricing : an introduction
Ehrhardt, Matthias - 2008
Persistent link: https://www.econbiz.de/10012878322
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Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp; Venetis, Ioannis - 2003
Persistent link: https://www.econbiz.de/10001813104