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SEMIFAR models with applications to commodities, exchange rates and the volatility of stock market indices
Beran, Jan (contributor) - 1999
Persistent link: https://www.econbiz.de/10004053154
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ARCH models and financial applications
Gouriéroux, Christian - 1997
Persistent link: https://www.econbiz.de/10011519880
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Applications of artificial intelligence in finance and economics
Binner, Jane M. (ed.); Kendall, Graham (ed.);  … - 2004 - 1. ed
Persistent link: https://www.econbiz.de/10002346905
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Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions
Hautsch, Nikolaus - 1999
Persistent link: https://www.econbiz.de/10004570150
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SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan; Ocker, Dirk - 1999
Persistent link: https://www.econbiz.de/10004053150
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Semiparametric modeling of implied volatility
Fengler, Matthias R. - 2005
Persistent link: https://www.econbiz.de/10004872873
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Time varying comovement across international equity markets
Wegmann, Patrick - 2001
Persistent link: https://www.econbiz.de/10004680869
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Testing for continuous-time models of the short-term interest rate
Broze, Laurence - 1993
Persistent link: https://www.econbiz.de/10000875390
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Rational expectations and econometric practice
Lucas jr., Robert E. (contributor);  … - 1981
Persistent link: https://www.econbiz.de/10000636278
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Financial modeling under non-Gaussian distributions
Jondeau, Eric; Poon, Ser-Huang; Rockinger, Michael - 2007
Persistent link: https://www.econbiz.de/10003284155