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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"Australasian Economic Modelling Conference <1992, Cairns>"
~institution:"London School of Economics and Political Science"
~institution:"Springer Fachmedien Wiesbaden"
~subject:"Kointegration"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Kointegration
Statistical distribution
Estimation theory
19
Schätztheorie
19
Time series analysis
4
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4
Nichtparametrisches Verfahren
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Australasian Economic Modelling Conference <1992, Cairns>
London School of Economics and Political Science
Springer Fachmedien Wiesbaden
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
National Bureau of Economic Research
18
European University Institute / Department of Economics
5
Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Symposium on Operations Research <24, 1999, Magdeburg>
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Forecasting high-frequency volatility shocks : an analytical real-time monitoring system
Kömm, Holger
-
2016
-
1st ed. 2016
Persistent link: https://www.econbiz.de/10011411472
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2
Estimating conditional distribution functions using dimension reduction
Hall, Peter
(
contributor
);
Yao, Qiwei
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755567
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3
Non-stationary time series analysis and cointegration
Hargreaves, Colin P.
(
ed.
)
-
1994
Persistent link: https://www.econbiz.de/10013480139
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