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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion paper / Department of Economics, University of Canterbury"
~person:"Koopman, Siem Jan"
~person:"Ohtani, Kazuhiro"
~subject:"Stochastic process"
~subject:"Theorie"
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Stochastischer Prozess
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Koopman, Siem Jan
Ohtani, Kazuhiro
Giles, Judith A.
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11
Small, John P.
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Lieberman, Offer
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Discussion paper / Department of Economics, University of Canterbury
Discussion paper / Tinbergen Institute
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Journal of econometrics
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Kobe University economic review
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Econometric advances in spatial modelling and methodology : essays in honour of Jean Paelinck
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Handbook of financial time series
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Tinbergen Institute Discussion Paper 09-110/4
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Tinbergen Institute Discussion Paper 20-004/III
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The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1993
Persistent link: https://www.econbiz.de/10000859965
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The risk behavior of a pre-test estimator in a linear regression model with possible heteroscedasticity under the linex loss function
Ohtani, Kazuhiro
;
Giles, David E. A.
;
Giles, Judith A.
-
1993
Persistent link: https://www.econbiz.de/10000859966
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