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~language:"eng"
~subject:"Theorie"
~type_genre:"Forschungsbericht"
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Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
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2003
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Revision
Persistent link: https://www.econbiz.de/10001813124
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2
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813592
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3
HY-A-PARCH : a stationary A-PARCH model with long memory
Schoffer, Olaf
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2003
Persistent link: https://www.econbiz.de/10001916069
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4
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
-
2008
Persistent link: https://www.econbiz.de/10003805435
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5
Locally adaptive estimation methods with application to univariate time series
Elagin, Mstislav
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2008
Persistent link: https://www.econbiz.de/10003809691
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6
Dynamic nonparametric filtering with application to finance
Cheng, Ming-Yen
;
Fan, Jianqing
;
Spokojnyj, Vladimir G.
-
2003
Persistent link: https://www.econbiz.de/10001790237
Saved in:
7
Finance and economic growth : a review of theory and the available evidence
Thiel, Michael
-
2001
Persistent link: https://www.econbiz.de/10013421168
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8
Evolution of trading strategies
Güth, Sandra
-
1998
Persistent link: https://www.econbiz.de/10013385326
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9
Smooth returns in a multiperiod economy with incomplete markets
Bottazzi, Jean-Marc
-
1995
Persistent link: https://www.econbiz.de/10000922870
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10
The survival assumption and existence of competitive equilibria when asset markets are incomplete
Gottardi, Piero
-
1994
Persistent link: https://www.econbiz.de/10000892945
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