Browsing All of EconStor by Author Fischer, Matthias J.

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