Details about Diethelm Wuertz

This author is deceased (2016-07-28).

Access statistics for papers by Diethelm Wuertz.

Last updated 2022-09-05. Update your information in the RePEc Author Service.

Short-id: pwu72

Working Papers

2012

1. An asymmetry-steepness parameterization of the generalized lambda distribution
   MPRA Paper, University Library of Munich, Germany
2. Portfolio optimization based on divergence measures
   MPRA Paper, University Library of Munich, Germany View citations (2)

2010

3. Weighted trimmed likelihood estimator for GARCH models
   MPRA Paper, University Library of Munich, Germany

2009

4. Moments of the generalized hyperbolic distribution
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article in Computational Statistics (2011)
5. Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test
   MPRA Paper, University Library of Munich, Germany View citations (1)

Journal Articles

2011

1. Moments of the generalized hyperbolic distribution
   Computational Statistics, 2011, 26, (3), 459-476 View citations (9)
   See also Working Paper (2009)

2000

2. The entropy as a tool for analysing statistical dependences in financial time series
   Physica A: Statistical Mechanics and its Applications, 2000, 287, (3), 429-439 View citations (50)

1988

3. Electromagnetic wave propagation in quasiperiodically stratified media
   Physica A: Statistical Mechanics and its Applications, 1988, 148, (1), 343-355