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type_genre:"Working Paper"
~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~subject:"Wechselkurs"
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Search: subject_exact:"Mathematische Wahrscheinlichkeit"
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Probability theory
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Wahrscheinlichkeitsrechnung
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Estimation theory
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Kariya, Takeaki
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Mittnik, Stefan
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Paolella, Marc S.
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Rachev, Svetlozar T.
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
Discussion paper / Tinbergen Institute / Tinbergen Institute
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Discussion paper / Tinbergen Institute
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Research memorandum / Faculty of Economics, Limburg University
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Research memorandum / Faculty of Economics, Limburg University / Faculteit der Economische Wetenschappen, Rijksuniversiteit Limburg
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ECONIS (ZBW)
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Gaussianity and nonlinearity of foreign exchange rates and macroeconomic time series
Terui, Nobuhiko
;
Kariya, Takeaki
-
1997
Persistent link: https://www.econbiz.de/10000952482
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2
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
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3
Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000955836
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