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subject:"Geldtheorie"
subject:"Monetary policy"
~institution:"Federal Reserve Bank of Chicago"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Börsenkurs"
~subject:"Portfolio selection"
~subject:"Statistischer Test"
~type_genre:"Reference book"
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Geldtheorie
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Gapeev, P. V.
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Küchler, U.
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Linton, Oliver
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Weder, Mark
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Whang, Yoon-jae
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Federal Reserve Bank of Chicago
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
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Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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Consistent testing for stochastic dominance under general sampling schemes
Linton, Oliver
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916170
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2
On Markovian short rates in term structure models driven by jump-diffusion processes
Gapeev, P. V.
(
contributor
);
Küchler, U.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917033
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3
On large deviations in testing Ornstein-Uhlenbeck type models with delay
Gapeev, P. V.
(
contributor
);
Küchler, U.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917044
Saved in:
4
Taylor rules and macroeconomic instability or how the Central Bank can pre-empt sunspot expectations
Weder, Mark
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917100
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