1. EconStor

Browsen in EconStor gesamt nach Autor:innen Fischer, Matthias J.


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ErscheinungsjahrTitelAutor:innen
2000The Esscher-EGB2 option pricing modelFischer, Matthias J.
2000The folded EGB2 distribution and its application to financial return dataFischer, Matthias J.
2002Skew generalized secant hyperbolic distributions: unconditional and conditional fit to asset returnsFischer, Matthias J.
2002Classes of skew generalized hyperbolic secant distributionsFischer, Matthias J.; Vaughan, David
2002Solving the Esscher puzzle: the NEF-GHS option pricing modelFischer, Matthias J.
2003Skewness by splitting the scale parameterKlein, Ingo; Fischer, Matthias J.
2003Kurtosis transformation and kurtosis orderingKlein, Ingo; Fischer, Matthias J.
2003Kurtosis modelling by means of the J-transformationFischer, Matthias J.; Klein, Ingo
2003Kurtosis ordering of the generalized secant hyperbolic distribution: a technical noteKlein, Ingo; Fischer, Matthias J.
2003Tukey-type distributions in the context of financial dataFischer, Matthias J.; Horn, Armin; Klein, Ingo
2003Tailoring copula-based multivariate generalized hyperbolic secant distributions to financial return data: an empirical investigationFischer, Matthias J.
2004Constructing symmetric generalized FGM copulas by means of certain univariate distributionsFischer, Matthias J.; Klein, Ingo
2004The L-distribution and skew generalizationsFischer, Matthias J.
2004The Beta-Hyperbolic Secant (BHS) DistributionFischer, Matthias J.; Vaughan, David
2006A note on the construction of generalized Tukey-type transformationsFischer, Matthias J.
2006A new class of copulas with tail dependence and a generalized tail dependence estimatorFischer, Matthias J.; Hinzmann, Gerd
2006The L-distribution and skew generalizationsFischer, Matthias J.
2006Generalized Tukey-type distributions with application to financial and teletraffic dataFischer, Matthias J.
2006Testing for constant correlation by means of trigonometric functionsFischer, Matthias J.
2006A note on a non-parametric tail dependence estimatorFischer, Matthias J.; Dörflinger, Marco
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