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The SCoD model : analyzing dur...
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Datenanalyse
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Ng, Wing Lon
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Savu, Cornelia
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Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
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USB Cologne (EcoSocSci)
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Modellierung multivariater Abhängigkeitsstrukturen auf Finanzmärkten mit archimedischen und hierarchischen archimedischen Copulas
Savu, Cornelia
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2007
Persistent link: https://www.econbiz.de/10004896737
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Ökonometrische Modellierung von Durationsprozessen ultra-hoch frequenter Orderbuchdaten
Ng, Wing Lon
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2005
Persistent link: https://www.econbiz.de/10004153368
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Overreaction and multiple tail dependence at the high frequency level : the copula rose
Ng, Wing Lon
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2006
Persistent link: https://www.econbiz.de/10004880935
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