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
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Journal Articles
Working Papers
2012
- An asymmetry-steepness parameterization of the generalized lambda distribution
MPRA Paper, University Library of Munich, Germany
- Portfolio optimization based on divergence measures
MPRA Paper, University Library of Munich, Germany
View citations (3)
2010
- Weighted trimmed likelihood estimator for GARCH models
MPRA Paper, University Library of Munich, Germany
2009
- Moments of the generalized hyperbolic distribution
MPRA Paper, University Library of Munich, Germany
View citations (1)
See also Journal Article Moments of the generalized hyperbolic distribution, Computational Statistics, Springer (2011)
View citations (11) (2011)
- 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
- Moments of the generalized hyperbolic distribution
Computational Statistics, 2011, 26, (3), 459-476
View citations (11)
See also Working Paper Moments of the generalized hyperbolic distribution, MPRA Paper (2009)
View citations (1) (2009)
2000
- 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 (52)
1988
- Electromagnetic wave propagation in quasiperiodically stratified media
Physica A: Statistical Mechanics and its Applications, 1988, 148, (1), 343-355