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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~language:"deu"
~person:"Kaiser, Thomas"
~subject:"Finanzmarkt"
~subject:"Forecasting model"
~subject:"Regression analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
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Kaiser, Thomas
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Gabler Edition Wissenschaft : Empirische Finanzmarktforschung
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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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