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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~institution:"Robert Schuman Centre for Advanced Studies"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~institution:"Umeå Universitet / Institutionen för Nationalekonomi"
~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~subject:"Asset-liability management"
~subject:"Forecasting model"
~subject:"Martingal"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
~type_genre:"Textbook"
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Alternative BIAS approximations in first order dynamic reduced form models
Kiviet, J. F.
;
Phillips, Garry D. A.
;
Schipp, Bernhard
-
1998
Persistent link: https://www.econbiz.de/10000978872
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2
Genauigkeit von Schätzungen des Risikopotentials
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000961431
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3
Effizienzvergleich zwischen Maximum-Likelihood-Schätzern und Pseudo-Maximum-Likelihood-Schätzern bei alternativen Verteilungsannahmen im GARCH(1,1)-Modell
Brechtmann, Markus
-
1997
Persistent link: https://www.econbiz.de/10000974974
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