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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli - 2015
Persistent link: https://www.econbiz.de/10011299266
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000989214
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Volatilitätsprozesse mit Faktor-GARCH-Modellen : eine empirische Studie für den deutschen Aktienmarkt
Kaiser, Thomas - 1997
Persistent link: https://www.econbiz.de/10000971500
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Forecasting high-frequency volatility shocks : an analytical real-time monitoring system
Kömm, Holger - 2016 - 1st ed. 2016
Persistent link: https://www.econbiz.de/10011411472
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Cross sectional dependence in spatial econometric models : with an application to German start-up activity data
Klotz, Stefan - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002178815
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Essays on spatial econometrics : Hodges-Lehmann estimators and hospital efficiency
Strumann, Christoph - 2013
Persistent link: https://www.econbiz.de/10010212557
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Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian - 2016
Persistent link: https://www.econbiz.de/10011432076
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Econometric analysis of international financial markets
Dimpfl, Thomas - 2010
Persistent link: https://www.econbiz.de/10008856799
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Underpricing am Neuen Markt : eine empirische Untersuchung für den Zeitraum 1997 - 2002
Tietze, Christian - 2005
Persistent link: https://www.econbiz.de/10002538809