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type_genre:"Sammelwerk"
~isPartOf:"Umeå economic studies"
~subject:"ARCH-Modell"
~subject:"Securities trading"
~type_genre:"Handbook"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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A corrected value-at-risk predictor
Lönnbark, Carl
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contributor
)
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2008
Persistent link: https://www.econbiz.de/10003656086
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2
Time series modelling of high frequency stock transaction data
Quoreshi, Shahiduzzaman
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003305257
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3
Modelling high frequency financial count data
Quoreshi, Shahiduzzaman
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002744059
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4
Bivariate time series modelling of financial count data
Quoreshi, Shahiduzzaman
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002724832
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5
Conditional heteroskedasticity in count data regression : self-feeding activity in fish
Brännäs, Kurt
(
contributor
);
Brännäs, Eva
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730798
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