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~accessRights:"free"
~subject:"Modellierung"
~subject:"Stochastic process"
~type_genre:"Thesis"
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Three essays in applied macroeconomics and time series analysis
Abi Morshed, Alaa
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2017
Persistent link: https://www.econbiz.de/10011659838
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Penalized splines as time series filters in economics : theoretical and practical aspects in the frequency and time domain
Blöchl, Andreas
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2014
Persistent link: https://www.econbiz.de/10010512633
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3
Essays on nonlinear and explosive time series : with applications to financial markets
Kaufmann, Hendrik
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2014
Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests
Persistent link: https://www.econbiz.de/10010395343
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Some asymptotic results on non-standard likelihood ratio tests, and Cox process modeling in finance
Szimayer, Alexander
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001758056
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Efficient hedging in incomplete markets under model uncertainty
Kirch, Michael
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contributor
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001643060
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