Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

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alt On the Difficulty to Design Arabic e-Learning System in Statistics
alt e-Learning Statistics - A Selective Review
alt On Extracting Information from Options
alt Skew Hedging
alt Real Options and Land Valuation: An Empirical Study Tables
alt Adaptive Pointwise Estimation in Conditional-Heteroscedasticity Models
alt Arbitrage free state price density dynamics
alt Predicting Corporate Bankruptcy with Support Vector Machines
alt The Dynamics of Pricing Kernels
alt VAR-DSFM Modeling for Implied Volatility String Dynamics alt alt alt
alt Implied Volatility Modelling
alt Integrable e-lements for Statistics Education
alt Yxilon - The Future of Statistical Software
alt Pensions, Lotteries, Financial Markets: Measuring Statistical Risk
alt Nonparametric Risk Management with Generalized Hyperbolic Distribution alt alt alt


alt Value-at-Risk with Time Varying Copulae
alt Statistics in finance and computing

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alt Survival Analysis with Support Vector Machines
alt Smooth Common Principal Component Analysis alt
alt Implied Volatility String Dynamics
alt Skewness and Kurtosis Trades
alt Assessing the quality of VaR forecasts
alt XploRe




alt Time Inhomogeneous Multiple Volatility Modelling




alt e-stat: Views, Methods, Applications




alt Wozu Statistik?




alt e-learning/e-teaching of statistics: students? and teachers? views




alt Voles, Volas, Values
alt alt alt alt alt alt alt alt alt alt alt alt
alt MD*ReX Modern Statistical Tools in Office Applications




alt Credit Scoring using Semiparametric Methods




alt The Impact of Internet Technology on Research and Education in Statistics




alt Flexible Stochastic Volatility Structures for high frequency finance data




alt Connected Teaching of Statistics




alt Adaptive Estimation for a Time Inhomogeneous Stochastic Volatility Models




alt Modelling Implied Volatilities with VDAX - Data




alt Trading on Deviations of Implied and Historical Density




alt Dynamic Nonparametric State Price Density Estimation using
Constrained Least Squares and the Bootstrap

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alt Diffusion Estimation and Modeling of a Stock Market Index




alt An Empirical Likelihood Goodness-of-Fit Test for Time Series




alt How Precise Are Price Distributions Predicted by Implied Binomial Trees




alt Partially Linear Models with Heteroskedastic Variance




alt Nonparametric Estimation of Additive Models with Homogeneous Components
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alt Web Technology for Research and Education in Statistics




alt Backtesting beyond VaR




alt Web Quantlets for Time Series Analysis




alt Semiparametric bootstrap approach to hypothesis
tests and confidence intervals for the Hurst coefficient





alt The three dimensions of Multimedia Teaching of Statistics




alt Semiparametric additive indices for binary
response and generalized additive models





alt Wavelets and statistical applications




alt Semiparametric Analysis of German East West
Migration Facts and Theory





alt Interview mit dem Hessischen Rundfunk
vom 5.3.2004




Document last updated: ISE