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Modifikation der Verteilungsannahme im Value-at-Risk-Modell
Jödicke, Ralf; Schremper, Ralf - 1999
Persistent link: https://www.econbiz.de/10001404275
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Exact properties of the maximum likelihood estimator in exponential regression models : a differential geometric approach
Hillier, Grant H.; O'Brien, Raymond J. - 1999
Persistent link: https://www.econbiz.de/10001409964
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The density of a quadratic form in a vector uniformly distributed on the n-sphere
Hillier, Grant H. - 1999
Persistent link: https://www.econbiz.de/10001409982
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Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001410062
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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
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A new one-sided variable inspection plan for continuous distribution functions
Kössler, Wolfgang - 1999
Persistent link: https://www.econbiz.de/10001354075
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The distribution of exchange rate volatility
Anderson, Torben G. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001370312
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Density-embedding functions
Abadir, Karim M.; Rockinger, Michael - 1997
Persistent link: https://www.econbiz.de/10001370557
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Parametric versus nonparametric goodness of fit : another view
Läuter, Henning; Nikulin, Michail - 1999
Persistent link: https://www.econbiz.de/10001371689
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Autoregressive moving average models with t and hyperbolic innovations
Polasek, Wolfgang; Pai, Jeffrey - 1998
Persistent link: https://www.econbiz.de/10001372542