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Contributions to static and time-varying copula-based modeling of multivariate association : with applications to financial time-series
Ruppert, Martin - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009420530
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Proceedings of the First US Japan Conference on the Frontiers of Statistical Modeling: an Informational Approach
Bozdogan, Hamparsum (contributor) - US Japan Conference on the Frontiers of Statistical …
Persistent link: https://www.econbiz.de/10004182326
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Studies in econometrics, time series, and multivariate statistics : [in honor of Theodore W. Anderson]
Karlin, Samuel (contributor) - 1983
Persistent link: https://www.econbiz.de/10004706389
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Elements of multivariate time series analysis
Reinsel, Gregory C. - 1993
Persistent link: https://www.econbiz.de/10004158435
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A survey on nonparametric time series analysis
Heiler, Siegfried - 1999
Persistent link: https://www.econbiz.de/10004570148
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The ARCH effect : a model of gradual anticipation for autoaggressive conditional heteroskedasticity in asset returns
Mohy El Din, Tarek - 1997
Persistent link: https://www.econbiz.de/10004319577
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Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus - 1998
Persistent link: https://www.econbiz.de/10004569846
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Messung und Prognose von Volatilitäten am Beispiel des DAX-Index
Sautter, Jörg - 1996 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004305654
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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