|
Eine Ebene nach oben |
Gruppiert nach: Dokumententyp |
Veröffentlichungsdatum
Anzahl der Publikationen: 6
2021
Fink, Holger und Mittnik, Stefan
(2021):
Quanto Pricing beyond Black-Scholes.
In: Journal of Risk and Financial Management, Bd. 14, Nr. 3, 136
2018
Fink, Holger und Schluechtermann, Georg
(2018):
Fractional Levy Cox-Ingersoll-Ross and Jacobi processes.
In: Statistics & Probability Letters, Bd. 142: S. 84-91
Fink, Holger; Fuest, Andreas und Port, Henry
(2018):
The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates.
In: Risks, Bd. 6, Nr. 3, 84
[PDF, 1MB]
2017
Fink, Holger und Geppert, Sabrina
(2017):
Implied correlation indices and volatility forecasting.
In: Applied Economics Letters, Bd. 24, Nr. 9: S. 584-588
2016
Fink, Holger
(2016):
Conditional Distributions of Mandelbrot-Van Ness Fractional Lévy Processes and Continuous-Time ARMA-GARCH-type Models with Long Memory.
In: Journal of Time Series Analysis, Bd. 37, Nr. 1: S. 30-45
2013
Biagini, Francesca 
ORCID: https://orcid.org/0000-0001-9801-5259; Fink, Holger und Klüppelberg, Claudia
(2013):
A fractional credit model with long range dependent default rate.
In: Stochastic Processes and their Applications, Bd. 123, Nr. 4: S. 1319-1347
ORCID: https://orcid.org/0000-0001-9801-5259; Fink, Holger und Klüppelberg, Claudia
(2013):
A fractional credit model with long range dependent default rate.
In: Stochastic Processes and their Applications, Bd. 123, Nr. 4: S. 1319-1347