| 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
|
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