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Institute of Statistics

Organisational unit: Institute

Type of address: Visitor address.
Königsworther Platz 1
30167
Hannover
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Publications

  1. 2012
  2. Published

    Black-Scholes, marktkonsistente Bewertung und Risikomaße

    Weber, S., Knispel, T. & Stahl, G., 2012, Schriftenreihe des Kompetenzzentrums Versicherungswissenschaften. Vol. 12.

    Research output: Chapter in book/report/conference proceeding › Contribution to book/anthology › Research

  3. 2011
  4. Published

    Power Properties of Linearity and Long Memory Tests: A Simulation Study

    Kuswanto, H. & Sibbertsen, P., 28 Oct 2011, Informatics Engineering and Information Science, Part II: International Conference, ICIEIS 2011, Kuala Lumpur, Malaysia, November 12-14, 2011. Proceedings, Part II. p. 630-640 11 p. (Communications in Computer and Information Science; vol. 252 CCIS, no. PART 2).

    Research output: Chapter in book/report/conference proceeding › Conference contribution › Research › peer review

  5. Published

    From the Equivalence Principle to Market Consistent Valuation

    Knispel, T., Stahl, G. & Weber, S., May 2011, In: Jahresbericht der Deutschen Mathematiker-Vereinigung.

    Research output: Contribution to journal › Article › Research › peer review

  6. 2006
  7. Published

    Phillips-Perron-type unit root tests in the nonlinear ESTAR framework

    Rothe, C. & Sibbertsen, P., Sept 2006, In: Allgemeines Statistisches Archiv. 90, 3, p. 439-456 18 p.

    Research output: Contribution to journal › Article › Research › peer review

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