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The semi-parametric MIDAS models and some of their applications : the impact of news on the stock volatility
Chen, Xilong - 2008
Persistent link: https://www.econbiz.de/10010248624
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Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto - 2009
Persistent link: https://www.econbiz.de/10003986565
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Dynamic asset pricing models with nonparametric expectations
Wöhrmann, Peter - 2002
Persistent link: https://www.econbiz.de/10001665121
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Nichtparametrische Inferenz für Copulas : quantitative Risikoanalysen für den deutschen Finanzmarkt
Dobrić, Jadran - 2008
Persistent link: https://www.econbiz.de/10003751715
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Nichtparametrische Optionsbewertung
Herrmann, Ralf - 1999
Persistent link: https://www.econbiz.de/10001389011
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Stress testing and financial risks
Koliai, Lyes - 2014
Persistent link: https://www.econbiz.de/10011438421
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Options and higher-order risk premiums
Xiao, Xiao - 2017
Persistent link: https://www.econbiz.de/10011606865