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ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS
Avarucci, Marco; Beutner, Eric; Zaffaroni, Paolo - In: Econometric theory 29 (2012) 3, pp. 545-566
Persistent link: https://www.econbiz.de/10010120921
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Mean–variance hedging under transaction costs
Beutner, Eric - In: Mathematical methods of operations research 65 (2007) 3, pp. 539-558
Persistent link: https://www.econbiz.de/10007737595
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Nonparametric inference for sequential k-out-of-n systems
Beutner, Eric - In: Annals of the Institute of Statistical Mathematics : AISM 60 (2008) 3, pp. 605-626
Persistent link: https://www.econbiz.de/10008085297