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Long-memory in volatilities of German stock returns
Sibbertsen, Philipp - 2001
Persistent link: https://www.econbiz.de/10001675715
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Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias - 2002
Persistent link: https://www.econbiz.de/10001607573
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Modelling the risk and return relation conditional on market volatility and market conditions
Galagedera, Don U. A.; Faff, Robert W. - 2004
Persistent link: https://www.econbiz.de/10002121816
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Simulation of the yield curve : checking a cox-ingersoll-ross model
Fischer, Tom; May, Angelika; Walther, Brigitte - 2002
Persistent link: https://www.econbiz.de/10001718852
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Volume and the nonlinear dynamics of stock returns
Hsu, Chiente - 1998
Persistent link: https://www.econbiz.de/10013278146
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On robust local polynominal estimation with long-memory errors
Beran, Jan (contributor) - 2000
Persistent link: https://www.econbiz.de/10001601961
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Ein integriertes Verfahren zur robusten statistischen Auswertung von Simulationsergebnissen in der Produktion
Wagner, Frank - 2013
Persistent link: https://www.econbiz.de/10009770839
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A simple regime-switching model for stochastic volatilities
Christopeit, Norbert - 1997
Persistent link: https://www.econbiz.de/10000982947
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Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin; King, Maxwell L. - 2004
Persistent link: https://www.econbiz.de/10002479501
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Locally time homogeneous time series modelling
Elagin, Mstislav; Spokojnyj, Vladimir G. - 2008
Persistent link: https://www.econbiz.de/10003805435