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Lévy semistationary models with applications in energy markets
Sauri, Orimar - 2015
Persistent link: https://www.econbiz.de/10011439886
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Estimation of continuous time models driven by Lévy Processes
Floor Brix, Anne - 2014
Persistent link: https://www.econbiz.de/10011369534
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Exponential functionals of Brownian motion and related processes
Yor, Marc - 2001
Persistent link: https://www.econbiz.de/10001559455
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GARCH(1, 1) at small sample size and pairs trading with cointegration
Leong, Wei Ruen - 2018
Persistent link: https://www.econbiz.de/10011994459
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Essays on robust long memory inference
Will, Michael Wolfgang - 2018
Persistent link: https://www.econbiz.de/10012123519
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Bayesian analysis of latent variable models in finance
Barra, István - 2016
Persistent link: https://www.econbiz.de/10011534212
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Monte Carlo simulation of boundary crossing probabilities with applications to finance and statistics
Gür, Sercan - 2019
Persistent link: https://www.econbiz.de/10012197036
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Monte Carlo analysis of time-varying parameter models with stochastic volatility
Turatti, Douglas Eduardo - 2018
Persistent link: https://www.econbiz.de/10011947781
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On seasonality and cointegration
Löf, Mårten - 2001
Persistent link: https://www.econbiz.de/10001582796
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Three essays on financial markets and institutions
Souto, Marcos Rietti - 2005
Persistent link: https://www.econbiz.de/10003904272