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subject:"Kreditrisiko"
~person:"Grammig, Joachim"
~subject:"Deutschland"
~subject:"Nichtparametrisches Verfahren"
~subject:"Prognoseverfahren"
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Kreditrisiko
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Duration analysis
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Grammig, Joachim
Fertig, Michael
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Tamm, Marcus
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Berg, Gerard J. van den
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Ridder, Geert
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Vikström, Johan
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Hautsch, Nikolaus
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Kaiser, Ulrich
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Szczesny, Andrea
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Chernozhukov, Victor
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Gao, Jiti
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Kunze, Astrid
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Melly, Blaise
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Picchio, Matteo
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Troske, Kenneth R.
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Abbring, Jaap H.
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Berger, Eva M.
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Brinch, Christian N.
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Fernández-Val, Iván
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Haywood, Luke
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Kauermann, Göran
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Kuhlenkasper, Torben
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Lo, Simon M. S.
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Wilke, Ralf A.
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Allen, David E.
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Blanco, German
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Block, Jörn
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Chen, Xuan
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Feng, Yuanhua
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Florens, Jean-Pierre
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Flores, Carlos
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Flores-Lagunes, Alfonso
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Linzert, Tobias
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Mihoci, Andrija
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Ng, Wing Lon
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Nicoletti, Cheti
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ECONIS (ZBW)
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Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955246
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2
Forecasting intra-day return volatility using ultra-high-frequency GARCH : does the duration model matter?
Hujer, Reinhard
;
Grammig, Joachim
-
2001
Persistent link: https://www.econbiz.de/10001615045
Saved in:
3
Forecasting intra-day return volatility using ultra-high-frequency GARCH : does the duration model matter?
Hujer, Reinhard
;
Grammig, Joachim
-
2001
Persistent link: https://www.econbiz.de/10014553638
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