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Thorsten Kud
A New Simple Multivariate COGARCH Model for Time Varying Correlations
Masterarbeit
2013

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Hannes Hoffmann
CARMA-Stable Models for Forward Prices
Masterarbeit
2013

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Johannes Klepsch
Conditional Correlation in Financial Returns, A Model Free Approach
Masterarbeit
2013

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Eva Scheungrab
Copula Based Discriminant Analysis with Application
Masterarbeit
2013

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Kathrin Mayr
Der asymmetrische COGARCH: Seine Definition, Approximation und Schätzung
Masterarbeit
2013

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Hannes H. Haferkorn
Distorted Risk Measures and Backward Stochastic Differential Equations
Masterarbeit
2013

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Marlit Granzer
Estimation of COGARCH Models with Implementation in R
Masterarbeit
2013

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Martina Beil
Modeling Dependencies among Financial Asset Returns Using Copulas
Masterarbeit
2013

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Sven Buhl
Modelling and Estimation of Extremes in Space and Time
Masterarbeit
2013

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Amina Boukharrata
Nonparametric Estimation of Three Dimensional Pair-Copula Constructions
Masterarbeit
2013