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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Economic modelling"
~person:"Hunter, John"
~person:"Xu, Weijun"
~subject:"Kointegration"
~subject:"Monte Carlo simulation"
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Prognoseverfahren
Regression analysis
Kointegration
Monte Carlo simulation
Estimation theory
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Bipower variation test
1
Cointegration
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Energy model
1
Estimation
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Exchange rate
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Fractional mean-reversion processes
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Geldmenge
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Geldnachfrage
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Geldtheorie
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Jump diffusion model
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Monetäre Wechselkurstheorie
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Money demand
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Monte-Carlo-Simulation
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Option pricing theory
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Hunter, John
Xu, Weijun
Sriananthakumar, Sivagowry
3
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2
Li, Yong
2
Abbasspour, Madjid
1
Abedi, Zahra
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Ai, Xin
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A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
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2
Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate
Hunter, John
;
Ali, Faek Menla
- In:
Economic modelling
40
(
2014
),
pp. 42-51
Persistent link: https://www.econbiz.de/10010425740
Saved in:
3
An empirical estimation for mean-reverting coal prices with long memory
Sun, Qi
;
Xu, Weijun
;
Xiao, Weilin
- In:
Economic modelling
33
(
2013
),
pp. 174-181
Persistent link: https://www.econbiz.de/10010192000
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