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The snp-dcc model: a new methodology for risk management and forecasting
Brio, Esther B. del; Ñíguez, Trino-Manuel; Perote, Javier - 2010
Persistent link: https://www.econbiz.de/10010422539
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Financial frictions and the wealth distribution
Fernández-Villaverde, Jesús; Hurtado, Samuel; Nuño, Galo - 2020
Persistent link: https://www.econbiz.de/10012226875
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Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos; Hualde, Javier - 2017
Persistent link: https://www.econbiz.de/10011763135
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The dynamics of multivariate financial returns : a non-stationary, nonparametric regression approach
Rauh, Ronald - 2013
Persistent link: https://www.econbiz.de/10010237139
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Some crude approximation, calibration and estimation procedures for NIG-variates
Lillestöl, Jostein - 2002
Persistent link: https://www.econbiz.de/10001730427
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Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein - 2000
Persistent link: https://www.econbiz.de/10001582162
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Selected infinitely divisible distributions as models for financial return data - unconditional fit and option pricing
Fischer, Matthias - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001679700
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Die t-Verteilung und ihre Verallgemeinerungen als Modell für Finanzmarktdaten
Grottke, Martin - 2002
Persistent link: https://www.econbiz.de/10001645202
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ExploRing persistence in financial time series
Lee, David - 2000
Persistent link: https://www.econbiz.de/10001509570
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On rational bubbles and fat tails
Lux, Thomas; Sornette, Didier - 1999
Persistent link: https://www.econbiz.de/10001454330