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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät"
~source:"econis"
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Volatilität
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Rockinger, Michael
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Chambre de commerce et d'industrie de Paris
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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93
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10000986989
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2
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
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3
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
4
Business cycles in Germany : 1339 - 1670 ; a spectral analysis of grain prices and production in Nuremberg
Bauernfeind, Walter
;
Woitek, Ulrich
-
1994
Persistent link: https://www.econbiz.de/10013427998
Saved in:
5
Evaluation of discrete and continuous time dynamic models by spectral methods with an application to automobile demand
Reiter, Michael
-
1993
Persistent link: https://www.econbiz.de/10013427977
Saved in:
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