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subject:"Nonparametric statistics"
type_genre:"Hochschulschrift"
~isPartOf:"Gabler Edition Wissenschaft : Empirische Finanzmarktforschung"
~subject:"Prognoseverfahren"
~type_genre:"Collection of articles of several authors"
~type_genre:"Konferenzschrift"
~type_genre:"Textbook"
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Nonparametric statistics
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Volatilitätsprozesse mit Faktor-GARCH-Modellen : eine empirische Studie für den deutschen Aktienmarkt
Kaiser, Thomas
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1997
Persistent link: https://www.econbiz.de/10000971500
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