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Derivatives in financial markets with stochastic volatility
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, … - 2000
Persistent link: https://www.econbiz.de/10001464269
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Stochastic volatility in financial markets : crossing the bridge to continuous time
Fornari, Fabio; Mele, Antonio - 2000
Persistent link: https://www.econbiz.de/10001464294
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Measuring risk in complex stochastic systems
Franke, Jürgen (ed.) - 2000
Persistent link: https://www.econbiz.de/10001464339
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Umweltstandards bei Unsicherheit aus entscheidungstheoretischer Sicht
Cansier, Adrienne; Cansier, Dieter - In: Umweltrisikopolitik, (pp. 157-171). 1999
Persistent link: https://www.econbiz.de/10001468241
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Testing for stationarity in heterogeneous panel data
Hadri, Kaddour - 1999
Persistent link: https://www.econbiz.de/10001468789
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Testing the null hypothesis of stationarity against the alternative of a unit root in panel data with serially correlated errors
Hadri, Kaddour - 1999
Persistent link: https://www.econbiz.de/10001468790
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Option pricing with scheduled and unscheduled news flows
Pérignon, Christophe - 2000
Persistent link: https://www.econbiz.de/10001469980
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Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - In: The Japanese economic review : the journal of the … 50 (1999) 3, pp. 239-252
Persistent link: https://www.econbiz.de/10001470195
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On identification of continuous time stochastic processes
Berkowitz, Jeremy - 2000
Persistent link: https://www.econbiz.de/10001470294
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Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000
Persistent link: https://www.econbiz.de/10001470372