Browsen in EconStor gesamt nach Autor:innen Rauh, Ronald
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Erscheinungsjahr | Titel | Autor:innen |
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 |