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DateTitle Authors
2010 Modeling asset pricesGentle, James E. / Härdle, Wolfgang Karl
2011 How computational statistics became the backbone of modern data scienceGentle, James E. / Härdle, Wolfgang Karl / Mori, Yuichi
2004 Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic TermsTrenkler, Carsten
2004 Nonlinear autoregressive models and long memoryKapetanios, George
1993 A Calibration Algorithm for Micro-Simulation ModelsTaymaz, Erol
2011 Efficient high-dimensional importance sampling in mixture frameworksKleppe, Tore Selland / Liesenfeld, Roman
2004 Bayesian estimation of the false negative fraction in screening testsHeld, Leonhard / Ranyimbo, Argwings Otieno
2008 Stochastic behavioral asset pricing models and the stylized factsLux, Thomas
2004 Jarque-Bera test and its competitors for testing normality: A power comparisonThadewald, Thorsten / Büning, Herbert
2004 Modelling, estimation and visualization of multivariate dependence for risk managementHsing, Tailen / Klüppelberg, Claudia / Kuhn, Gabriel

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