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Browsing by Author "Golubev, Yuri"
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2006-03-17BuchTeaching Wavelets in XploRe Klinke, Sigbert; Golubev, Yuri; Härdle, Wolfgang Karl; Neumann, Michael H.Teachware is a set of computer software tools for computeraided interactive teaching of certain knowledge elements. The construction of teachware for statistical knowledge is a rather young field since it heavily depends ...
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2008-01-07BuchTesting Monotonicity of Pricing Kernels Golubev, Yuri; Härdle, Wolfgang Karl; Timonfeev, RomanThe behaviour of market agents has always been extensively covered in the literature. Risk averse behaviour, described by von Neumann and Morgenstern (1944) via a concave utility function, is considered to be a cornerstone ...