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Finite-sample distributions of self-normalized sums
Kim, Jeong-Ryeol - 2003
Persistent link: https://www.econbiz.de/10004713379
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Analyse kointegrierter Modelle
Kim, Jeong-Ryeol - 1994
Persistent link: https://www.econbiz.de/10004227047
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The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity
Kim, Jeong-Ryeol - 2003
Persistent link: https://www.econbiz.de/10009605441
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The stable long run CAPM and the cross section of expected returns
Kim, Jeong-Ryeol - 2002
Persistent link: https://www.econbiz.de/10004703007
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Consumer price adjustment under the microscope : Germany in a period of low inflation
Hoffmann, Johannes; Kurz-Kim, Jeong-Ryeol - 2006
Persistent link: https://www.econbiz.de/10004866733
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Exact tests and confidence sets for the tail coefficient of alpha-stable distributions
Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - 2003
Persistent link: https://www.econbiz.de/10004410932
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Bayesian methods in finance
Račev, Svetlozar T. (contributor) - 2008
Persistent link: https://www.econbiz.de/10004901358
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Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
Račev, Svetlozar T.; Stoyanov, Stoyan Veselinov; … - 2008
Persistent link: https://www.econbiz.de/10004908402
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Handbook of heavy tailed distributions in finance
Račev, Svetlozar T. (contributor) - 2003 - 1. ed.
Persistent link: https://www.econbiz.de/10004716051
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Rating based modeling of credit risk : theory and application of migration matrices
Trück, Stefan; Račev, Svetlozar T. - 2009
Persistent link: https://www.econbiz.de/10004928319