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subject:"Stochastischer Prozess"
~subject:"ARMA-Modell"
~subject:"Cointegration"
~type_genre:"Aufsatzsammlung"
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Stochastischer Prozess
ARMA-Modell
Cointegration
ARMA model
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Analysis of variance
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Börsenkurs
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Capital income
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Estimation
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Fractional Cointegration
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High-Frequency Data
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Kapitaleinkommen
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Kointegration
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Long Memory
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Persistence
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Prognoseverfahren
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Realized Variance
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Return Predictability
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Schätzung
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Share price
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Squared Returns
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Theorie
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Theory
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Time series analysis
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Aufsatzsammlung
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766
Arbeitspapier
334
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334
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Sammlung
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Becker, Janis
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Prokopczuk, Marcel
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Sibbertsen, Philipp
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Gottfried Wilhelm Leibniz Universität Hannover
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ECONIS (ZBW)
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Essays on financial time series with a focus on high-frequency data
Becker, Janis
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2020
Persistent link: https://www.econbiz.de/10012225306
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