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Holger Schabenberger,
Estimating the Trend in Bank-Branch Deposits in the New York State Using Multilevel Models
2008
Oliver Pfaffel
Wishart Processes
2008
Ulrich Mauthner
Simulation des Varianz-Gamma-Prozesses und numerische Berechnung des Capital-at-Risk
2003
Florian Fuchs
Probabilistic Analysis of Multivariate GARCH Models
2009
Christoph Ferstl
Estimation of the Spectral Measure in Elliptical Regularly Varying Models
2008
Irmingard Eder
Modell zur Analyse der Marktanteilsentwicklung in einem Markt für Vermögensgegenstände mit endogenen Preisen
2004
Eike Brechmann
Linear Mixed Models Applied to Bank Branch Deposit Data
2009
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