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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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The persistence and asymmetry of time-varying correlations
Baur, Dirk G. (contributor) - 2005
Persistent link: https://www.econbiz.de/10009232806
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Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
Grziska, Martin - 2015 - 1. Aufl.
Persistent link: https://www.econbiz.de/10010488311
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The persistence and asymmetry of time-varying correlations
Baur, Dirk G. - 2002
Persistent link: https://www.econbiz.de/10013268791
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Dynamik von Unternehmenskooperationen
Schwerk, Anja - 2000
Persistent link: https://www.econbiz.de/10001495128
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Dynamic modelling and control of national economies : proceedings of the ... IFAC IFORS IIASA conference
Internationale Förderung für Automatische Lenkung; … - Oxford [u.a.] : Pergamon Press - Nachgewiesen 1973 - 5.1986(1987)
Persistent link: https://www.econbiz.de/10000426638
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Transformation processes in Eastern Europe : perspectives from the modelling laboratory
Eberwein, Wolf-Dieter (ed.) - 1992
Persistent link: https://www.econbiz.de/10000058540
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Virtuelle Organisation am Rand des Chaos : eine komplex-dynamische Modellierung organisatorischer Virtualität
Tomenendal, Matthias - 2001
Persistent link: https://www.econbiz.de/10001742465