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person:"Weihs, Claus"
~person:"Asai, Manabu"
~person:"Fengler, Matthias R."
~person:"Fischer, Matthias"
~person:"Furman, Edward"
~person:"Kapetanios, George"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Book section"
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Weihs, Claus
Asai, Manabu
Fengler, Matthias R.
Fischer, Matthias
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Billio, Monica
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Cohen, Steven H.
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Applied quantitative finance
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Classification and clustering in business cycle analysis
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Finanzintermediation : theoretische, wirtschaftspolitische und praktische Aspekte aktueller Entwicklungen im Bank- und Börsenwesen : Festschrift für Professor Dr. Wolfgang Gerke zum sechzigsten Geburtstag
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ECONIS (ZBW)
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Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance
,
(pp. 313-326)
.
2009
Persistent link: https://www.econbiz.de/10003746416
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2
Stability of multivariate representation of business cycles over time
Weihs, Claus
;
Garczarek, Ursula
- In:
Classification and clustering in business cycle analysis
,
(pp. 55-67)
.
2007
Persistent link: https://www.econbiz.de/10003410692
Saved in:
3
Tailabhängigkeit und Asymmetrie in multivariaten Finanzmarktdaten
Klein, Ingo
;
Fischer, Matthias
- In:
Finanzintermediation : theoretische, …
,
(pp. 69-101)
.
2004
Persistent link: https://www.econbiz.de/10002078246
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