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Change point analysis of a Gaussian model
Chen, Jie; Gupta, Arjun K. - In: Statistical papers 40 (1999) 3, pp. 323-333
Persistent link: https://www.econbiz.de/10001401146
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An empirical comparison of alternative stochastic volatility models
Belledin, Michael; Schlag, Christian - 1999 - Current Version: June 1, 1999
Persistent link: https://www.econbiz.de/10001403468
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Size distortions of tests of the null hypothesis of stationarity : evidence and implications for applied work
Caner, Mehmet; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001404606
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Market forces and dynamic asset pricing
Peskir, Goran; Shorish, Jamsheed - 1999
Persistent link: https://www.econbiz.de/10001404816
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Strong discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 1999
Persistent link: https://www.econbiz.de/10001404962
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Stochastisch bedingte Skalenvorteile einer zentralen Personalabteilung bei der Einstellung neuer Mitarbeiter
Kräkel, Matthias - 1998
Persistent link: https://www.econbiz.de/10001405269
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Die stochastische Methode der finiten Elemente und Anwendungen bei der Bewertung von Finanzderivaten
Look, Stefan - 1999
Persistent link: https://www.econbiz.de/10001406081
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On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 93 (1999) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10001406636
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GMM tests of stochastic doscount factor models with useless factors
Kan, Raymond; Zhang, Chu - In: Journal of financial economics 54 (1999) 1, pp. 103-127
Persistent link: https://www.econbiz.de/10001407070
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Segmented risk sharing in a continuous-time setting
Taub, Bart; Chade, Hector - 1999
Persistent link: https://www.econbiz.de/10001407097