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Investitionsketten bei stochastischen Zahlungsprozessen - eine Analyse mit Hilfe des Realoptionsansatzes
Jaeger, Michael - In: Neuere Finanzprodukte : Anwendung, Bewertung, …, (pp. 191-231). 2003
Persistent link: https://www.econbiz.de/10001772957
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Maintenance models for systems subject to measurable deterioration
Nicolai, Robin Pieter - 2008
Persistent link: https://www.econbiz.de/10003683241
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Stetig-diskrete Zustandsraummodelle dynamischer Wirtschaftsprozesse
Mazzoni, Thomas - 2007
Persistent link: https://www.econbiz.de/10004907653
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Stochastic processes: modelling and simulation
Shanbhag, D. N. (contributor) - 2003 - 1. ed.
Persistent link: https://www.econbiz.de/10004779585
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The econometrics of stochastic volatility
Harvey, Andrew C.; Shephard, Neil G. - 1993
Persistent link: https://www.econbiz.de/10000865088
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Alpha-stable x 2 consistent functional specification tests for stable domains under data dependence
Hill, Jonathan B. - 1999
Persistent link: https://www.econbiz.de/10001409630
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Index models with integrated time series
Chang, Yoosoon; Park, Joon Y. - In: Journal of econometrics 114 (2003) 1, pp. 73-106
Persistent link: https://www.econbiz.de/10001738918
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Statistical learning with time-varying parameters
McGough, Bruce - In: Macroeconomic dynamics 7 (2003) 1, pp. 119-139
Persistent link: https://www.econbiz.de/10001750287
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Confronting model misspecification in finance : tractable collections of scenario probability measures for robust financial optimization problems
Friedman, Craig - In: International journal of theoretical and applied finance 5 (2002) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10001657399
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Reflecting uncertainty about economic theory when estimating consumer demand
Montgomery, Alan L. - In: Econometric models in marketing, (pp. 257-294). 2002
Persistent link: https://www.econbiz.de/10001657528