Now showing items 1-2 of 2

    • Fourier methods for analyzing piecewise constant volatilities 

      Wornowizki, Max; Meintanis, Simos G.; Fried, Roland (Springer, 2017)
      We develop procedures for testing whether a sequence of independent random variables has constant variance. If this is fulfilled, the modulus of a Fourier-type transformation of the volatility process is identically equal ...
    • The subprime mortgage crisis : asset securitization and interbank lending 

      Mulaudzi, Mmboniseni Phanuel (North-West University, 2009)
      Subprime residential mortgage loan securitization and its associated risks have been a major topic of discussion since the onset of the subprime mortgage crisis (SMC) in 2007. In this regard, the thesis addresses the issues ...