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type_genre:"Aufsatz im Buch"
~isPartOf:"Reihe Quantitative Ökonomie : Ökon"
~subject:"Stochastic process"
~type_genre:"Conference proceedings"
~type_genre:"Thesis"
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Stochastic process
Schätzung
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Andres, Peter
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Reihe Quantitative Ökonomie : Ökon
Gabler-Edition Wissenschaft
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Handbook of financial time series
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Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
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Dissertation.de
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Financial modeling and risk management of energy and environmental instruments and derivates
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Productivity, efficiency, and economic growth in the Asia-Pacific region
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Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
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A statistical equilibrium perspective on corporate profitability
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Advances in intelligent systems and computing : AISC
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Akademische Abhandlungen zur Statistik
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Artificial economics and self organization : agent-based approaches to economics and social systems ; [papers presented in the 9th edition of the Artificial Economics, held in Klagenfurt am Wörthersee (Austria)]
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BTU Forschungshefte Energie
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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
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Econometric modelling of durations between economic events
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Empirische Wirtschaftsforschung und Ökonometrie
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Europäische Hochschulschriften / 5
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Exchange rate policies for small open economies
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Experiences and challenges in the development of the Chinese capital market
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Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
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Forecasting volatility in the financial markets
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Global information technology and competitive financial alliances
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Handbuch Alternative Investments ; Bd. 1
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ECONIS (ZBW)
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Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin
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2011
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009152690
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2
Persistenz und Antipersistenz im deutschen Aktienmarkt : eine empirische Untersuchung
Kunze, Karl-Kuno
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003858912
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3
Zum Glattstellen von Index-Futures : Empirie und stochastische Modelle unter besonderer Berücksichtigung des DAX-Futures
Dorfleitner, Gregor
-
1999
Persistent link: https://www.econbiz.de/10001364401
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4
Von der Black/Scholes-Optionspreisformel zum GARCH-Optionsbewertungsmodell : Entwicklung und exemplarische Durchführung eines Ansatzes zur Überprüfung der Validität von Optionsprei...
Andres, Peter
-
1998
Persistent link: https://www.econbiz.de/10013360927
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