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                             26 gevonden resultaten
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
                             26 gevonden resultaten
 
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