Narrow search
Showing 1 - 6 of 6
Cover Image
Copulae in high dimensions: an introduction
Okhrin, Ostap; Ristig, Alexander; Xu, Ya-Fei - In: Applied quantitative finance, (pp. 247-277). 2017
Persistent link: https://www.econbiz.de/10011794966
Cover Image
Modeling dependencies with copulae
Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema - In: Applied quantitative finance, (pp. 3-36). 2009
Persistent link: https://www.econbiz.de/10003745932
Cover Image
Stochastic volatility estimation using Markov chain simulation
Hautsch, Nikolaus; Ou, Yangguoyi - In: Applied quantitative finance, (pp. 249-274). 2009
Persistent link: https://www.econbiz.de/10003746411
Cover Image
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang; Hautsch, Nikolaus; Pigorsch, Uta - In: Applied quantitative finance, (pp. 275-293). 2009
Persistent link: https://www.econbiz.de/10003746412
Cover Image
High-frequency volatility and liquidity
Hautsch, Nikolaus; Jeleskovic, Vahidin - In: Applied quantitative finance, (pp. 379-397). 2009
Persistent link: https://www.econbiz.de/10003746425
Cover Image
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang; Hautsch, Nikolaus; Pigorsch, U. - In: Applied quantitative finance, (pp. 279-294). 2017
Persistent link: https://www.econbiz.de/10011794967