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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Center for Quantitative Risk Analysis (CEQURA), Working Paper Number 19, 2018
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
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ECONIS (ZBW)
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Accurate Value-at-Risk forecast with the (good old) normal-GARCH model
Hartz, Christoph
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003446373
Saved in:
2
Computing the probability density function of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410576
Saved in:
3
Portfolio selection in the presence of heavy-tailed asset returns
Doganoglu, Toker
;
Mittnik, Stefan
;
Račev, Svetlozar T.
- In:
Contributions to modern econometrics : from data …
,
(pp. 51-64)
.
2002
Persistent link: https://www.econbiz.de/10001905062
Saved in:
4
α-stable [Alpha-stable] random vectors with time varying spectral measure and applications to financial time series analysis
Hartz, Christoph
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003716514
Saved in:
5
Experience goods, switching costs and dynamic
Doganoglu, Toker
(
contributor
)
-
2001
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001617732
Saved in:
6
Dynamic price competition with consumption externalities
Doganoglu, Toker
- In:
Netnomics
5
(
2003
)
1
,
pp. 43-69
Persistent link: https://www.econbiz.de/10001782013
Saved in:
7
Incentives of a monopolist to allow competition
Doganoglu, Toker
;
Tauman, Yair
-
1999
Persistent link: https://www.econbiz.de/10001465566
Saved in:
8
Licensing of a new technology in a differentiated duopoly
Doganoglu, Toker
-
1999
Persistent link: https://www.econbiz.de/10001465567
Saved in:
9
Dynamic price competition with persistent consumer tastes
Doganoglu, Toker
-
1999
Persistent link: https://www.econbiz.de/10001465569
Saved in:
10
Network competition and access charge rules
Doganoglu, Toker
;
Tauman, Yair
-
1997
-
Rev
Persistent link: https://www.econbiz.de/10000990001
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