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Essays in likelihood-based computational econometrics
Salimans, Tim - 2013
Persistent link: https://www.econbiz.de/10009744698
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Verteilungsmodelle und Risikomaße für Minimalrenditen
Mihai, Mihnea-Stefan - 2005
Persistent link: https://www.econbiz.de/10002948930
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α-stable [Alpha-stable] random vectors with time varying spectral measure and applications to financial time series analysis
Hartz, Christoph - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003716514
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Essays on risk measures and stochastic dependence : with applications to insurance and finance
Laeven, Roger Jean Auguste - 2005
Persistent link: https://www.econbiz.de/10003158080
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Three essays in financial economics
Xu, Yuewu - 2004
Persistent link: https://www.econbiz.de/10003384088
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Estimation of continuous time processes with application to finance
Egorov, Alexej V. - 2003
Persistent link: https://www.econbiz.de/10003385165
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Value-at-Risk-Schätzung mit Gauß'schen Mischverteilungen und künstlichen neuronalen Netzen
Prinzler, Ralf - 2001
Persistent link: https://www.econbiz.de/10001583953
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Empirical [gamma]-divergence : estimation and inference
Cho, Young Su - 2005
Persistent link: https://www.econbiz.de/10002980078
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Ein zweiphasiges Stichprobenverfahren zur Schätzung des Mittelwertes eines normalverteilten Merkmals
Fleischer, Karlheinz - 1988
Persistent link: https://www.econbiz.de/10000751865