Fischer, Tom ; May, Angelika ; Walther, Brigitte (2003)
Anpassung eines CIR-k-Modells mit Hilfe der Kalman-Filter-Methode.
Book, Bibliographie

Fischer, Tom ; May, Angelika ; Walther, Brigitte (2002)
Simulation of the yield curve: checking a Cox-Ingersoll-Ross model.
Book, Bibliographie

Hagspiel, Jörg ; May, Angelika ; Szimayer, Alexander (2002)
Testing for conditional heteroscedasticity: Studying the power function.
Book, Bibliographie

May, Angelika (2001)
Testing for conditional heteroscedasticity in financial time-series.
Book, Bibliographie