Browsing All of EconStor by Author Fischer, Matthias J.

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

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