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type:"article"
type_genre:"Bibliography included"
~isPartOf:"Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds"
~isPartOf:"Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany"
~subject:"Share price"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
Robustness in econometrics
3
Finanzmarktanwendungen neuronaler Netze und ökonometrischer Verfahren : Ergebnisse des 4. Karlsruher Ökonometrie-Workshops
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Econometric analysis of financial and economic time series ; part a
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Econometric analysis of financial markets
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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Handbook of corporate finance ; Vol. 1
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
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International review of financial analysis
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Journal of econometrics
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Maximum likelihood estimation of misspecified models : twenty years later
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Modelling reality and personal modelling
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Modelling techniques for financial markets and bank management
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Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
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Proceedings of the 5th International Conference on Economic Management and Green Development
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Selected papers of the Symposium on Operations Research (SOR'96) : Braunschweig, September 3 - 6, 1996
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Statistical methods in finance
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Studies in time series analysis of consumption, asset prices and forecasting
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus
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Risk measurement, econometrics and neural networks : …
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(pp. 1-16)
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1998
Persistent link: https://www.econbiz.de/10001305364
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