| 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
|
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