wh_vintage.html
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On the Difficulty to Design Arabic e-Learning System in Statistics | ||||||
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e-Learning Statistics - A Selective Review | ||||||
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On Extracting Information from Options | ||||||
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Skew Hedging | ||||||
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Real Options and Land Valuation: An Empirical Study | Tables | |||||
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Adaptive Pointwise Estimation in Conditional-Heteroscedasticity Models | ||||||
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Arbitrage free state price density dynamics | ||||||
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Predicting Corporate Bankruptcy with Support Vector Machines | ||||||
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The Dynamics of Pricing Kernels | ||||||
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VAR-DSFM Modeling for Implied Volatility String Dynamics |
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Implied Volatility Modelling | ||||||
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Integrable e-lements for Statistics Education | ||||||
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Yxilon - The Future of Statistical Software | ||||||
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Pensions, Lotteries, Financial Markets: Measuring Statistical Risk | ||||||
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Nonparametric Risk Management with Generalized Hyperbolic Distribution |  |
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Value-at-Risk with Time Varying Copulae | ||||||
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Statistics in finance and computing |  |
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Survival Analysis with Support Vector Machines | ||||||
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Smooth Common Principal Component Analysis |
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Implied Volatility String Dynamics | ||||||
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Skewness and Kurtosis Trades | ||||||
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Assessing the quality of VaR forecasts | ||||||
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XploRe | ||||||
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Time Inhomogeneous Multiple Volatility Modelling | ||||||
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e-stat: Views, Methods, Applications | ||||||
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Wozu Statistik? | ||||||
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e-learning/e-teaching of statistics: students? and teachers? views | ||||||
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Voles, Volas, Values | |
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MD*ReX Modern Statistical Tools in Office Applications | ||||||
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Credit Scoring using Semiparametric Methods | ||||||
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The Impact of Internet Technology on Research and Education in Statistics | ||||||
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Flexible Stochastic Volatility Structures for high frequency finance data | ||||||
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Connected Teaching of Statistics | ||||||
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Adaptive Estimation for a Time Inhomogeneous Stochastic Volatility Models | ||||||
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Modelling Implied Volatilities with VDAX - Data | ||||||
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Trading on Deviations of Implied and Historical Density | ||||||
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Dynamic Nonparametric State Price Density Estimation
using Constrained Least Squares and the Bootstrap |
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Diffusion Estimation and Modeling of a Stock Market Index | ||||||
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An Empirical Likelihood Goodness-of-Fit Test for Time Series | ||||||
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How Precise Are Price Distributions Predicted by Implied Binomial Trees | ||||||
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Partially Linear Models with Heteroskedastic Variance | ||||||
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Nonparametric Estimation of Additive Models with Homogeneous Components | |
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Web Technology for Research and Education in Statistics | ||||||
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Backtesting beyond VaR | ||||||
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Web Quantlets for Time Series Analysis | ||||||
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Semiparametric bootstrap approach to
hypothesis tests and confidence intervals for the Hurst coefficient |
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The three dimensions of Multimedia Teaching of Statistics | ||||||
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Semiparametric additive indices for binary response and generalized additive models |
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Wavelets and statistical applications | ||||||
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Semiparametric Analysis of German East West Migration Facts and Theory |
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Interview mit dem Hessischen Rundfunk vom 5.3.2004 |
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Document last updated: ISE