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Tests of fit for exponentiality based on a characterization via the mean residual life function
Baringhaus, Ludwig, (2000)
Asymptotic equivalence of estimating a poisson intensity and a positive diffusion drift
Genon-Catalot, Valentine, (2000)
Semiparametric pricing of multivariate contingent claims
Rosenberg, Joshua V., (1999)
Kurtosis modelling by means of the J-transformation
Fischer, Matthias, (2004)
Tailabhängigkeit und Asymmetrie in multivariaten Finanzmarktdaten
Klein, Ingo, (2004)
Fischer, Matthias, (2003)