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HY-A-PARCH : a stationary A-PARCH model with long memory
Schoffer, Olaf - 2003
Persistent link: https://www.econbiz.de/10001916069
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Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?
Schoffer, Olaf - 2000
Persistent link: https://www.econbiz.de/10001575009
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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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Testing increasing spread when there are errors in the data
Heid, Frank - 1994
Persistent link: https://www.econbiz.de/10000892943
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Testing a regression model when we have smooth alternatives in mind
Härdle, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000858566
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An iterative bandwidth selector for kernel estimation of densities and their derivatives
Engel, Joachim - 1993
Persistent link: https://www.econbiz.de/10000869817
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Model selection and variable transformations in nonlinear regression
Bunke, Olaf - 1993
Persistent link: https://www.econbiz.de/10000874327
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Profile methods
Ritter, Christian - 1993
Persistent link: https://www.econbiz.de/10000879380
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Estimating parameters of an extreme value distribution by the method of moments
Christopeit, Norbert - 1990
Persistent link: https://www.econbiz.de/10000347821
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Locally time homogeneous time series modelling
Elagin, Mstislav; Spokojnyj, Vladimir G. - 2008
Persistent link: https://www.econbiz.de/10003805435