Narrow search
Showing 11 - 20 of 167
Cover Image
Managing interest rate risk under non-parallel changes : an application of a two-factor model
Moreno, Manuel - In: Advances in risk management, (pp. 69-85). 2007
Persistent link: https://www.econbiz.de/10003401583
Cover Image
A two-mean reverting-factor model of the term structure of interest rates
Moreno, Manuel - In: The journal of futures markets 23 (2003) 11, pp. 1075-1105
Persistent link: https://www.econbiz.de/10001795040
Cover Image
On the relevance of modeling volatility for pricing purposes
Moreno, Manuel - 1999
Persistent link: https://www.econbiz.de/10001446897
Cover Image
Purchase timing models in marketing : a review
Kopperschmidt, Kai; Stute, Winfried - In: Advances in statistical analysis : AStA ; a journal of … 93 (2009) 2, pp. 123-149
Persistent link: https://www.econbiz.de/10003852336
Cover Image
A shot noise model for financial assets
Altmann, Timo; Schmidt, Thorsten; Stute, Winfried - In: International journal of theoretical and applied finance 11 (2008) 1, pp. 86-106
Persistent link: https://www.econbiz.de/10003692728
Cover Image
Empirical likelihood inference in nonlinear errors-in-covariables models with validation data
Stute, Winfried; Xue, Liugen; Zhu, Lixing - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 332-346
Persistent link: https://www.econbiz.de/10003431190
Cover Image
Distribution-free specification tests of conditional models
Delgado, Miguel A.; Stute, Winfried - In: Journal of econometrics 143 (2008) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10003722590
Cover Image
The sequential probability ratio test under random censorship
Stute, Winfried - In: Metrika : international journal for theoretical and … 44 (1996) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10001204432
Cover Image
Testing for differences between conditional means in a time series context
Ferreira, Eva; Stute, Winfried - In: Journal of the American Statistical Association : JASA 99 (2004) 465, pp. 169-174
Persistent link: https://www.econbiz.de/10002029643
Cover Image
From statistics to mathematical finance : Festschrift in honour of Winfried Stute
Ferger, Dietmar (ed.); González Manteiga, Wenceslao (ed.);  … - 2017
Persistent link: https://www.econbiz.de/10011672491