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subject:"Bayes-Statistik"
subject:"Welt"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~type_genre:"Conference paper"
~type_genre:"Non-commercial literature"
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Working paper / Department of Econometrics and Business Statistics, Monash University
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Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
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1998
Persistent link: https://www.econbiz.de/10000980737
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2
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
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3
Modelling long-run and short-run interaction between commodity prices, partly restricted by international commodity agreements
Smit, Hidde Pieter
;
Vogelvang, Engbert
-
1996
Persistent link: https://www.econbiz.de/10000944373
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