nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
An algorithm for evaluating stable densities in Zolotarev's (M) parameterization
|
Nolan, J.P. |
|
1999 |
29 |
10-12 |
p. 229-233 5 p. |
artikel |
2 |
A simple estimator for the characteristic exponent of the stable Paretian distribution
|
Mittnik, S. |
|
1999 |
29 |
10-12 |
p. 161-176 16 p. |
artikel |
3 |
A testable version of the Pareto-stable CAPM
|
Gamrowski, B. |
|
1999 |
29 |
10-12 |
p. 61-81 21 p. |
artikel |
4 |
Author index
|
|
|
1999 |
29 |
10-12 |
p. x-xi nvt p. |
artikel |
5 |
Binomial option pricing with nonidentically distributed returns and its implications
|
Schumacher, N. |
|
1999 |
29 |
10-12 |
p. 121-143 23 p. |
artikel |
6 |
CED model for asset returns and fractal market hypothesis
|
Rachev, S.T. |
|
1999 |
29 |
10-12 |
p. 23-36 14 p. |
artikel |
7 |
Comparison of estimators in stable models
|
Höpfner, R. |
|
1999 |
29 |
10-12 |
p. 145-160 16 p. |
artikel |
8 |
Computing the probability density function of the stable Paretian distribution
|
Mittnik, S. |
|
1999 |
29 |
10-12 |
p. 235-240 6 p. |
artikel |
9 |
Discrete time parametric models with long memory and infinite variance
|
Kokoszka, P.S. |
|
1999 |
29 |
10-12 |
p. 203-215 13 p. |
artikel |
10 |
Estimating long-range dependence in the presence of periodicity: An empirical study
|
Montanari, A. |
|
1999 |
29 |
10-12 |
p. 217-228 12 p. |
artikel |
11 |
Estimation for regression with infinite variance errors
|
Thavaneswaran, A. |
|
1999 |
29 |
10-12 |
p. 177-180 4 p. |
artikel |
12 |
Generalized convolutions on R with applications to financial modeling
|
Panorska, A.K. |
|
1999 |
29 |
10-12 |
p. 263-274 12 p. |
artikel |
13 |
Geometric stable laws: Estimation and applications
|
Kozubowski, T.J. |
|
1999 |
29 |
10-12 |
p. 241-253 13 p. |
artikel |
14 |
List of contents
|
|
|
1999 |
29 |
10-12 |
p. iii-ix nvt p. |
artikel |
15 |
Lévy-stability-under-addition and fractal structure of markets: Implications for the investment management industry and emphasized examination of MATIF notional contract
|
Walter, C. |
|
1999 |
29 |
10-12 |
p. 37-56 20 p. |
artikel |
16 |
Maximum likelihood estimation of stable Paretian models
|
Mittnik, S. |
|
1999 |
29 |
10-12 |
p. 275-293 19 p. |
artikel |
17 |
Modeling financial asset returns with shot noise processes
|
Chobanov, G. |
|
1999 |
29 |
10-12 |
p. 17-21 5 p. |
artikel |
18 |
Multivariate geometric stable distributions in financial applications
|
Kozubowski, T.J. |
|
1999 |
29 |
10-12 |
p. 83-92 10 p. |
artikel |
19 |
Option pricing for a logstable asset price model
|
Hurst, S.R |
|
1999 |
29 |
10-12 |
p. 105-119 15 p. |
artikel |
20 |
Option pricing for stable and infinitely divisible asset returns
|
Mittnik, S. |
|
1999 |
29 |
10-12 |
p. 93-104 12 p. |
artikel |
21 |
Preface
|
Mittnik, S. |
|
1999 |
29 |
10-12 |
p. xiii- 1 p. |
artikel |
22 |
Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme
|
Kozubowski, T.J. |
|
1999 |
29 |
10-12 |
p. 255-262 8 p. |
artikel |
23 |
Stable distributions and the term structure of interest rates
|
Dostoglou, S.A. |
|
1999 |
29 |
10-12 |
p. 57-60 4 p. |
artikel |
24 |
Stock returns and hyperbolic distributions
|
Küchler, U. |
|
1999 |
29 |
10-12 |
p. 1-15 15 p. |
artikel |
25 |
Testing for bivariate symmetry: An empirical application
|
Kim, J.-R. |
|
1999 |
29 |
10-12 |
p. 197-201 5 p. |
artikel |
26 |
Test of association between multivariate stable vectors
|
Mittnik, S. |
|
1999 |
29 |
10-12 |
p. 181-195 15 p. |
artikel |