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subject:"Volatilität"
~subject:"Capital income"
~subject:"Momentenmethode"
~subject:"Regressionsanalyse"
~type_genre:"Mikroform"
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Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series
Drescher, Daniel
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2008
Persistent link: https://www.econbiz.de/10003809205
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