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person:"Härdle, Wolfgang"
subject:"Estimation theory"
~isPartOf:"Quantitative finance"
~subject:"Forecasting model"
~subject:"Regressionsanalyse"
~subject:"Volatilität"
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Estimation theory
Forecasting model
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Volatilität
Liquidity
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Liquidity demand and supply curves
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Härdle, Wolfgang
Escobar, Marcos
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Lillo, Fabrizio
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Sornette, Didier
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Creamer Guillén, Germán
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Quantitative finance
SFB 649 discussion paper
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
CORE discussion paper : DP
17
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Measuring risk in complex stochastic systems
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Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
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