Browsing All of EconStor by Author Ocker, Dirk
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
1999 | SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices | Beran, Jan; Feng, Yuanhua; Franke, Günter; Hess, Dieter; Ocker, Dirk |
1999 | SEMIFAR models | Beran, Jan; Feng, Yuanhua; Ocker, Dirk |
1999 | SEMIFAR Forecasts, with Applications to Foreign Exchange Rates | Beran, Jan; Ocker, Dirk |
1999 | Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models | Beran, Jan; Ocker, Dirk |
2000 | Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models | Beran, Jan; Ocker, Dirk |
2002 | Pricing of cap-interest rates based on renewal processes | Beran, Jan; Ocker, Dirk |