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Statistik, Ökonometrie, Optimierung : Methoden und ihre praktische Anwendung in Finanzanalyse und Portfoliomanagement
Poddig, Thorsten, (2000)
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X., (1999)
Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999
Chan, Wai-Sum, (2000)
An assessment of the economic value of nonlinear foreign exchange rate forecasts
Satchell, Stephen, (1995)
On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen, (1994)
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen, (1993)