Herrmann, Klaus
VIAF ID: 102577071 ( Personal )
Permalink: http://viaf.org/viaf/102577071
Preferred Forms
- 100 1 _ ‡a Herrmann, Klaus
5xx's: Related Names (1)
Works
Title | Sources |
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Maximum Entropy Models for Time-Varying Moments applied to Daily Financial Returns | |
On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts |