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subject:"Indien"
subject:"Sparen"
~person:"Fičura, Milan"
~person:"Tsionas, Efthymios G."
~subject:"Data-Envelopment-Analyse"
~subject:"Stochastic process"
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Indien
Sparen
Data-Envelopment-Analyse
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Estimation theory
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Fičura, Milan
Tsionas, Efthymios G.
Simar, Léopold
27
Phillips, Peter C. B.
18
Koopman, Siem Jan
13
Kamaiah, Bandi
12
Todorov, Viktor
12
Zelenyuk, Valentin
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Wilson, Paul W.
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Christopeit, Norbert
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Massmann, Michael
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Spokojnyj, Vladimir G.
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Takahashi, Akihiko
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Coelli, Tim
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Lucas, André
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Olesen, Ole Bent
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European journal of operational research : EJOR
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ECONIS (ZBW)
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Sequential gibbs particle filter algorithm with applications to stochastic volatility and jumps estimation
Witzany, Jiří
;
Fičura, Milan
- In:
Finance a úvěr
69
(
2019
)
5
,
pp. 463-488
Persistent link: https://www.econbiz.de/10012170648
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12
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
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13
Estimating stochastic volatility and jumps using high-frequency data and Bayesian methods
Fičura, Milan
;
Witzany, Jiří
- In:
Finance a úvěr
66
(
2016
)
4
,
pp. 278-301
Persistent link: https://www.econbiz.de/10011532802
Saved in:
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