3 Titel in Klassifikation (DDC) → Sozialwissenschaften → Wirtschaft → Wirtschaft 1
zu den Filteroptionen3 Titel in Klassifikation (DDC) → Sozialwissenschaften → Wirtschaft → Wirtschaft
1
Data-driven realized kernels and further analysis using a semi-FI-log-ACD model
Elektronische Ressource, Paderborn, 2018
Further development of semiparametric volatility models and their applications to value at risk and expected shortfall
Elektronische Ressource, Paderborn, 2019New developments of parametric and semiparametric volatility models with application to quantitative risk management
Elektronische Ressource, Paderborn, 2023