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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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Estimation of continuous time processes with application to finance
Egorov, Alexej V. - 2003
Persistent link: https://www.econbiz.de/10003385165
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Markov random fields on time-varying graphs, with an application to portfolio selection
Talih, Makram - 2003
Persistent link: https://www.econbiz.de/10003629377
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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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On copula density estimation and measures of multivariate association
Blumentritt, Thomas - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013360906
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New majorization theory in economics and martingale convergence results in econometrics
Ibragimov, Rustam - 2005
Persistent link: https://www.econbiz.de/10003553406
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On extreme value approximation to tails of distribution functions
Li, Deyuan - 2004
Persistent link: https://www.econbiz.de/10002210996
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Estimation of Survival Functions under extreme Censoring with Applications to Credit Risk Modeling
Djai͏̈dja, Abdel-Yarzif Karim - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002135562
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Empirische Marktforschung mit ordinalen Panelmodellen : Parameterschätzung, Simulationsstudien und praktische Anwendung
Schneider, Wolfgang - 1996
Persistent link: https://www.econbiz.de/10012699439