nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A note on filtering for long memory processes
|
Thavaneswaran, A. |
|
2001 |
34 |
9-11 |
p. 1139-1144 6 p. |
artikel |
2 |
Asymmetric laplace laws and modeling financial data
|
Kozubowski, T.J. |
|
2001 |
34 |
9-11 |
p. 1003-1021 19 p. |
artikel |
3 |
Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination
|
Gatto, R. |
|
2001 |
34 |
9-11 |
p. 1159-1170 12 p. |
artikel |
4 |
Classification rules for stable distributions
|
SenGupta, A. |
|
2001 |
34 |
9-11 |
p. 1073-1093 21 p. |
artikel |
5 |
Diagnostic checking in linear processes with infinite variance
|
Krämer, W. |
|
2001 |
34 |
9-11 |
p. 1123-1131 9 p. |
artikel |
6 |
Estimation of stable spectral measures
|
Nolan, J.P. |
|
2001 |
34 |
9-11 |
p. 1113-1122 10 p. |
artikel |
7 |
Fractional moment estimation of linnik and mittag-leffler parameters
|
Kozubowski, T.J. |
|
2001 |
34 |
9-11 |
p. 1023-1035 13 p. |
artikel |
8 |
Margrabe's option to exchange in a paretian-stable subordinated market
|
Vollert, A. |
|
2001 |
34 |
9-11 |
p. 1185-1197 13 p. |
artikel |
9 |
Preface
|
Mittnik, Stefan |
|
2001 |
34 |
9-11 |
p. xiii- 1 p. |
artikel |
10 |
Recursive estimation for regression with infinite variance fractional ARIMA noise
|
Thavaneswaran, A. |
|
2001 |
34 |
9-11 |
p. 1133-1137 5 p. |
artikel |
11 |
Safety-first analysis and stable paretian approach to portfolio choice theory
|
Ortobelli L, S. |
|
2001 |
34 |
9-11 |
p. 1037-1072 36 p. |
artikel |
12 |
Stable modeling of value at risk
|
Khindanova, I. |
|
2001 |
34 |
9-11 |
p. 1223-1259 37 p. |
artikel |
13 |
Statistical inference in regression with heavy-tailed integrated variables
|
Mittnik, S. |
|
2001 |
34 |
9-11 |
p. 1145-1158 14 p. |
artikel |
14 |
Subordinated exchange rate models: evidence for heavy tailed distributions and long-range dependence
|
Marinelli, C. |
|
2001 |
34 |
9-11 |
p. 955-1001 47 p. |
artikel |
15 |
Testing the stable Paretian assumption
|
Paolella, M.S. |
|
2001 |
34 |
9-11 |
p. 1095-1112 18 p. |
artikel |
16 |
The distribution of test statistics for outlier detection in heavy-tailed samples
|
Mittnik, S. |
|
2001 |
34 |
9-11 |
p. 1171-1183 13 p. |
artikel |
17 |
The GARCH-stable option pricing model
|
Hauksson, H.A. |
|
2001 |
34 |
9-11 |
p. 1199-1212 14 p. |
artikel |
18 |
The impact of stationarity assessment on studies of volatility and value-at-risk
|
Leśkow, J. |
|
2001 |
34 |
9-11 |
p. 1213-1222 10 p. |
artikel |