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<<A>> modern course on statistical distributions in scientific work
proceedings of the NATO Advanced Study Institute held at the University of Calgary, Calgary, Alberta, Canada, July 29 - August 10, 1974 – 3, Characterizations and applications -
Inflation and the skewness of the distribution of relative price changes: empirical evidence for Germany
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Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
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Characterization of Distributions by the Method of Intensively Monotone Operators
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Testing for convergence clubs in income per-capita : A predictive density approach
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Maximum entropy inference for mixed continuous-discrete variables
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Inflation and the Skewness of the Distribution of Relative Price Changes : Empirical Evidence for Germany
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The dynamics of multivariate financial returns
a non-stationary, nonparametric regression approach -
Modelling dependence of extreme events in energy markets using tail copulas
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The benchden package
Benchmark densities for nonparametric density estimation -
Multiple Priors as Similarity Weighted Frequencies
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Portfolio Management under Asymmetric Dependence and Distributio
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Tackling boundary effects in nonparametric estimation of intra-day liquidity measures
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Portfolio management under asymmetric dependence and distribution
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Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
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Prospect-Theorie und kumulative Prospect-Theorie für diskrete und stetige Verteilungen
eine Analyse für Zertifikate -
Chance (odd) versus Wahrscheinlichkeit (probability)
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Ratio calculandi periculi - ein analytischer Ansatz zur Bestimmung der Verlustverteilung eines Kreditportfolios
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Maximum entropy inference for mixed continuous discrete variables
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Characterization of distributions by the method of intensively monotone operators
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Generalized Gauss-Hermite filtering
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Nonparametric IV estimation of local average treatment effects with covariates
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What is the value of knowing the propensity score for estimating average treatment effects?
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Simulation of the yield curve
checking a cox-ingersoll-ross modell -
The forecasting performance of German stock option densities