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Diethelm Wuertz

Personal Details

First Name:Diethelm
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Last Name:Wuertz
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RePEc Short-ID:pwu72
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http://www.rmetrics.org

Research output

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Jump to: Working papers

Working papers

  1. Wuertz, Diethelm & Katzgraber, Helmut, 2009. "Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test," MPRA Paper 19155, University Library of Munich, Germany.
  2. Scott, David J & Würtz, Diethelm & Dong, Christine & Tran, Thanh Tam, 2009. "Moments of the generalized hyperbolic distribution," MPRA Paper 19081, University Library of Munich, Germany.

Citations

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Working papers

  1. Wuertz, Diethelm & Katzgraber, Helmut, 2009. "Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test," MPRA Paper 19155, University Library of Munich, Germany.

    Cited by:

    1. Campbell, Cynthia J. & Cowan, Arnold R. & Salotti, Valentina, 2010. "Multi-country event-study methods," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 3078-3090, December.

  2. Scott, David J & Würtz, Diethelm & Dong, Christine & Tran, Thanh Tam, 2009. "Moments of the generalized hyperbolic distribution," MPRA Paper 19081, University Library of Munich, Germany.

    Cited by:

    1. Jose Luis Alayon G., 2015. "Distribucion hiperbolica generalizada: una aplicacion en la seleccion de portafolios y en cuantificacion de medidas de riesgo de mercado," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO, vol. 18(2), pages 249-308, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2009-12-19 2009-12-19. Author is listed

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