Narrow search
Showing 131 - 140 of 639,919
Cover Image
Verteilungsmodelle und Risikomaße für Minimalrenditen
Mihai, Mihnea-Stefan - 2005
Persistent link: https://www.econbiz.de/10002948930
Cover Image
The empirical performance of option-based densities of foreign exchange
Craig, Ben R. (contributor); Keller, Joachim G. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Cover Image
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E. (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Cover Image
On characterizations od spectral density matrices by cross validated log likelihood criterion
Matsuda, Yasumasa (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002144601
Cover Image
First passage times for risk-tracking proxies
Vaugirard, Victor - In: International journal of theoretical and applied finance 8 (2005) 4, pp. 445-462
Persistent link: https://www.econbiz.de/10002980661
Cover Image
Modeling a large number of agents by types : models as large random decomposable structures
Aoki, Masanao - In: New tools of economic dynamics, (pp. 3-24). 2005
Persistent link: https://www.econbiz.de/10003028850
Cover Image
Extremal behavior of finite EGARCH processes
Lindner, Alexander M. (contributor);  … - 2003
Extreme value theory for a class of EGARCH processes is developed. It is shown that the EGARCH process as well as the … GARCH ; extreme value theory ; tail behavior ; Gumbel distribution ; conditional variance ; Gaussian tail ; stochastic …
Persistent link: https://www.econbiz.de/10002719797
Cover Image
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Levy-processes
Barndorff-Nielsen, Ole E. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002721767
Cover Image
Disentangling diffusion from jumps
Aït-Sahalia, Yacine - In: Journal of financial economics 74 (2004) 3, pp. 487-528
Persistent link: https://www.econbiz.de/10002439265
Cover Image
Empirical process of the squared residuals of an ARCH sequence
Horvath, Lajos; Kokoszka, Piotr; Teyssière, Gilles - 1999
Persistent link: https://www.econbiz.de/10001424868