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Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John B.; Satchell, Stephen - 1999
Persistent link: https://www.econbiz.de/10001407264
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Feasible optimal instrumental variables estimation of linear models with moving average disturbances
West, Kenneth D.; Wong, Ka-fu; Anatolyev, Stanislav - 1998
Persistent link: https://www.econbiz.de/10001407344
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Option prices with stochastic interest rates : Black, Scholes and Ho, Lee unified
Wilhelm, Jochen - 1999
Persistent link: https://www.econbiz.de/10001407653
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Orthogonal and pseudo-orthogonal multidimensional appell polynomials
Pommeret, Denys - 1999
Persistent link: https://www.econbiz.de/10001421270
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Optimal shortfall hedging of credit risk
Lotz, Christopher - 1999
Persistent link: https://www.econbiz.de/10001421272
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Multi-fractal processes as models for financial returns : a first assessment
Lux, Thomas - 1999
Persistent link: https://www.econbiz.de/10001421283
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Optimal risk/dividend distribution control models : applications to insurance
Taksar, Michael I. - 1999
Persistent link: https://www.econbiz.de/10001421303
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B-mixing and moment properties of various GARCH, stochastic volatility and ACD models
Carrasco, Marine; Chen, Xiaohong - 1999
Persistent link: https://www.econbiz.de/10001421327
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Stochastic processes : from physics to finance
Paul, Wolfgang; Baschnagel, Jörg - 1999
Persistent link: https://www.econbiz.de/10001421520
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A parametric nonlinear model of term structure dynamics
Ahn, Dong-Hyun - In: The review of financial studies 12 (1999) 4, pp. 721-762
Persistent link: https://www.econbiz.de/10001421854