Similar Search Results

Econometric analysis of financial derivatives

Chang, Chia-Lin (ed.); McAleer, Michael (ed.) - 2015

Persistent link: https://www.econbiz.de/10011499675

Portfolio return distributions : sample statistics with stochastic correlations

Chetalova, Desislava; Schmitt, Thilo A.; Schäfer, Rudi; … - In: International journal of theoretical and applied finance 18 (2015) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10011403228

Modeling international trade data with the Tweedie distribution for anti-fraud and policy support

Barabesi, Lucio; Cerasa, Andrea; Perrotta, Domenico; … - In: European journal of operational research : EJOR 249 (2016) 3, pp. 1031-1043

Persistent link: https://www.econbiz.de/10011412508

Testing for financial crashes using the Log Periodic Power Law model

Brée, David S.; Joseph, Nathan Lael - In: International review of financial analysis 30 (2013), pp. 287-297

Persistent link: https://www.econbiz.de/10010461550

Statistical tools for finance and insurance

Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2005

-instructional book makes a good use of extensive examples and full explanations. Thedesign of the text links theory and computational … the Scale in the Gamma Family.- Pricing of Catastrophe (CAT) Bonds.- Extreme Value Theory - Modeling and Financial … Theory.- Diffusion Approximation in Risk Theory …