Browsing All of EconStor by Author Rauh, Ronald
Showing results 1 to 4 of 4
| Year of Publication | Title | Author(s) |
| 2009 | A non-stationary approach for financial returns with nonparametric heteroscedasticity | Gürtler, Marc; Kreiss, Jens-Peter; Rauh, Ronald |
| 2009 | Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model | Gürtler, Marc; Rauh, Ronald |
| 2012 | Challenging traditional risk models by a non-stationary approach with nonparametric heteroscedasticity | Gürtler, Marc; Rauh, Ronald |
| 2013 | Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returns | Gürtler, Marc; Rauh, Ronald |
