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Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto - 2009
UNIVERSITE CATHOLIQUE DE LOUVAIN DEPARTEMENT DE SCIENCES ECONOMIQUES Essays in the econometrics of dynamic duration models with application t o tick by tick financial data. These presentee par: Fausto Galli Jury de these: ...
Persistent link: https://www.econbiz.de/10004959365
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System identification : advances and case studies
Mehra, Raman K. (contributor) - 1976
Persistent link: https://www.econbiz.de/10009604541
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Das Phänomen der Volatilität : die Beurteilung der Informationseffizienz des europäischen Optionsmarktes
Bertsch, Marina - 2008 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10004912391
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Handbook of volatility models and their applications
Bauwens, Luc - 2012
Persistent link: https://www.econbiz.de/10009662621
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Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas; Marchesi, Michele - 1998
Persistent link: https://www.econbiz.de/10004551444
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Mathematische Theorie statistischer Experimente
Heyer, Herbert - 1973
Persistent link: https://www.econbiz.de/10009585727
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The statistical implications of pre-test and Stein rule estimators in econometrics
Judge, George G.; Bock, Mary Ellen - 1978
Persistent link: https://www.econbiz.de/10004564528
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Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi; Huschens, Stefan - 2009
Persistent link: https://www.econbiz.de/10004958679
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Estimating time series models for count data using efficient importance sampling
Jung, Robert C.; Liesenfeld, Roman - 2000
Persistent link: https://www.econbiz.de/10004594600