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subject:"questionnaire survey"
~subject:"ARCH model"
~subject:"Correlation"
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Search: subject_exact:"Correspondence analysis"
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1
Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
Grziska, Martin
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2015
-
1. Aufl.
Persistent link: https://www.econbiz.de/10010488311
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2
Dependency modeling and value-at-risk forecasts for financial portfolios
Berger, Theo
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2013
Persistent link: https://www.econbiz.de/10013432837
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3
Diagnostic tests based on quantile residuals for nonlinear time series models
Kalliovirta, Leena
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2009
Persistent link: https://www.econbiz.de/10003885269
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4
Value-at-Risk Ansätze zur Abschätzung von Marktrisiken : theoretische Grundlagen und empirische Analysen
Fricke, Jens
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2006
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1. Aufl.
Persistent link: https://www.econbiz.de/10003359314
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5
Essays on financial econometrics
Marcucci, Juri
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2005
Persistent link: https://www.econbiz.de/10003384566
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6
Markov random fields on time-varying graphs, with an application to portfolio selection
Talih, Makram
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2003
Persistent link: https://www.econbiz.de/10003629377
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7
Estimation of continuous time processes with application to finance
Egorov, Alexej V.
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2003
Persistent link: https://www.econbiz.de/10003385165
Saved in:
8
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy
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2002
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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9
An empirical study of a conditional international asset pricing model for US, Japanese, and European stock and government bond markets
Fearnley, Tom Arild
-
2002
Persistent link: https://www.econbiz.de/10002260646
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10
Abhängigkeitsanalyse unter Einbeziehung exogener Informationen als Data Mining-Instrument
Hunscher, Matthias
-
1999
Persistent link: https://www.econbiz.de/10001376484
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