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On weak Brownian motions of arbitrary order
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc - 1999
Persistent link: https://www.econbiz.de/10001470757
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Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul; Faure-Grimaud, Antoine - 2000
Persistent link: https://www.econbiz.de/10001474503
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Stochastic volatility models : conditional normality versus heavy-tailed distributions
Liesenfeld, Roman; Jung, Robert - In: Journal of applied econometrics 15 (2000) 2, pp. 137-160
Persistent link: https://www.econbiz.de/10001474643
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Neyman-Pearson hedging and dynamic measures of risk
Kohlmann, Michael - 2000
Persistent link: https://www.econbiz.de/10001475180
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Bayesian analysis of poisson mixtures
Green, Peter J.; Richardson, Sylvia; Viallefont, Valérie - 2000
Persistent link: https://www.econbiz.de/10001476104
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Market volatility index and implicit maximum likelihood estimation of stochastic volatility models
Moraux, Franck; Navatte, Patrick; Villa, Christophe - In: Finance : revue de l'Association Française de Finance 19 (1998) 2, pp. 17-40
Persistent link: https://www.econbiz.de/10001476766
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Non-parametric specification tests for conditional duration models
Fernandes, Marcelo; Grammig, Joachim - 2000
Persistent link: https://www.econbiz.de/10001480448
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Cartoons of the variation of financial prices and of Brownian motions in multifractal time
Mandelbrot, Benoît B. - 2000
Persistent link: https://www.econbiz.de/10001480903
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Modeling technological change : implications for the global environment
Grübler, Arnulf; Nakićenović, Nebojša; Victor, David G. - In: Annual review of energy and the environment 24 (1999), pp. 545-569
Persistent link: https://www.econbiz.de/10001481536