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subject:"Panel"
subject:"Stochastic process"
~subject:"Bayes-Statistik"
~subject:"Frankreich"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras
;
Dette, Holger
;
Parolya, Nestor
; …
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012119286
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2
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
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2004
Persistent link: https://www.econbiz.de/10002479501
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3
A simple regime-switching model for stochastic volatilities
Christopeit, Norbert
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1997
Persistent link: https://www.econbiz.de/10000982947
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4
Family expenditure data, heteroscedasticity and the law of demand
Hildenbrand, Werner
-
1992
Persistent link: https://www.econbiz.de/10000854794
Saved in:
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