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Mihai, Mihnea-Stefan [Author]

Verteilungsmodelle und Risikomaße für Minimalrenditen

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Aachen: Shaker, 2005

Published in: Berichte aus der Volkswirtschaft
Profeta, Christophe [Author]; Roynette, Bernard [Author]; Yor, Marc [Author]

Option prices as probabilities : a new look at generalized black-scholes formulae

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Berlin; Heidelberg [u.a.]: Springer, 2010

Published in: Springer Finance ; lecture notes- Lecture notes
Gonçalves, Sílvia [Author]; Kilian, Lutz [Author]

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

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Frankfurt am Main: Dt. Bundesbank, 2002

Published in: Volkswirtschaftliches Forschungszentrum: Discussion paper ; 2002,26,engl.
Schmitt, Christian [Author]

Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität - [1. Aufl.]

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Baden-Baden: Nomos-Verl.-Ges., 2000

Published in: Zentrum für Europäische Wirtschaftsforschung: ZEW-Wirtschaftsanalysen ; 5200
Andres, Peter [Author]

Von der Black/Scholes-Optionspreisformel zum GARCH-Optionsbewertungsmodell : Entwicklung und exemplarische Durchführung eines Ansatzes zur Überprüfung der Validität von Optionspreismodellen

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Lohmar; Köln: Eul, 1998

Published in: Reihe Quantitative Ökonomie ; 8900
Zumbach, Gilles O. [Author]

Discrete time series, processes, and applications in finance

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Berlin; Heidelberg [u.a.]: Springer, 2013 [erschienen] 2012

Published in: Springer finance
Braun, Valentin [Author]

Dynamic copulas for finance : an application to portfolio risk calculation - [1. Aufl.]

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Lohmar; Köln: Eul, 2011

Published in: Reihe Quantitative Ökonomie ; 16600
Andersen, Torben [Editor]; Davis, Richard A. [Other]; Kreiß, Jens-Peter [Other]; Mikosch, Thomas [Other]; Davis, Richard Alan [Editor]; Kreiß, Jens-Peter [Editor]; Mikosch, Thomas [Editor]

Handbook of financial time series

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Berlin, Heidelberg: Springer, 2009
Schneider, Sebastian [Author]

Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt

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Bad Soden/Ts.: Uhlenbruch, 2001

Published in: Reihe: Financial Research ; 400
Chang, Chia-Lin [Author]; McAleer, Michael [Author]

The fiction of full BEKK

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... to E-book (Volltext ; freely accessible)

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[Rotterdam]: [Econometric Institute, Erasmus School of Economics], January 2017

Published in: Econometrisch Instituut: Econometric Institute research papers ; 2017,5
Dimitrov, Valentin S. [Author] ; Friedmann, Ralph [Other]

Zur Prognose des Value-at-Risk und Expected Shortfall mit zeitdiskreten Stochastic-Volatility-Modellen : empirische Ergebnisse für Finanzmarktzeitreihen

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... to E-book via Resolving system (Volltext ; freely accessible)

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Saarbrücken: Saarländische Universitäts- und Landesbibliothek, 2015
Albers, Tony [Author] ; Radons, Günter [Degree supervisor]; Radons, Günter [Other]; Hoffmann, Karl Heinz [Other]

Weak nonergodicity in anomalous diffusion processes

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... to E-book via Resolving system

... to E-book via German National Library

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Chemnitz: Universitätsbibliothek Chemnitz, 2016
Barkai, E.; Fleurov, V.

Lévy walks and generalized stochastic collision models

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American Physical Society (APS), 1997

Published in: Physical Review E, 56 (1997) 6, Seite 6355-6361
Bothe, M.; Sagues, F.; Sokolov, I. M.

Mean squared displacement in a generalized Lévy walk model

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American Physical Society (APS), 2019

Published in: Physical Review E, 100 (2019) 1
Detcheverry, François

Generalized run-and-turn motions: From bacteria to Lévy walks

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American Physical Society (APS), 2017

Published in: Physical Review E, 96 (2017) 1
Buldyrev, Sergey V.; Goldberger, Ary L.; Havlin, Shlomo; Peng, Chung-Kang; Simons, Michael; Stanley, H. Eugene

Generalized Lévy-walk model for DNA nucleotide sequences

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American Physical Society (APS), 1993

Published in: Physical Review E, 47 (1993) 6, Seite 4514-4523
Vilgis, T. A.

Generalized screening of excluded-volume interactions in Lévy walks and self-avoiding walks

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American Physical Society (APS), 1991

Published in: Physical Review A, 43 (1991) 8, Seite 4156-4158
Albers, Tony; Radons, Günter

Nonergodicity of d-dimensional generalized Lévy walks and their relation to other space-time coupled models

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American Physical Society (APS), 2022

Published in: Physical Review E, 105 (2022) 1
Vezzani, Alessandro; Barkai, Eli; Burioni, Raffaella

Rare events in generalized Lévy Walks and the Big Jump principle

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Springer Science and Business Media LLC, 2020

Published in: Scientific Reports, 10 (2020) 1
Albers, Tony; Radons, Günter

Exact Results for the Nonergodicity of d-Dimensional Generalized Lévy Walks

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American Physical Society (APS), 2018

Published in: Physical Review Letters, 120 (2018) 10

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