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~institution:"Centre for Economic Policy Research"
~institution:"University of Essex / Department of Economics"
~subject:"Derivat"
~subject:"Statistical test"
~subject:"Stochastic process"
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Search: subject_exact:"Stochastisches Modell"
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Derivat
Statistical test
Stochastic process
Stochastischer Prozess
5
Theorie
5
Theory
5
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
09.07.1990
1
1973-1997
1
Agency theory
1
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1
Bandbreite <Währungspolitik>
1
Cointegration
1
Continuous time
1
Costs
1
EU countries
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EU-Staaten
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Exchange rate
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Exchange rate policy
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Fester Wechselkurs
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Internationales Währungssystem
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Kaufkraftparität
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Kosten
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Mathematical analysis
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OECD countries
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OECD-Staaten
1
Option pricing theory
1
Optionspreistheorie
1
Prinzipal-Agent-Theorie
1
Public Private Partnership
1
Purchasing power parity
1
Schätzung
1
Statistischer Test
1
Stochastisches Modell
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English
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Shimotsu, Katsumi
2
Caner, Mehmet
1
Chambers, Marcus J.
1
Décamps, Jean-Paul
1
Faure-Grimaud, Antoine
1
Kilian, Lutz
1
MacCrorie, J. Roderick
1
Thornton, Michael A.
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Centre for Economic Policy Research
University of Essex / Department of Economics
National Bureau of Economic Research
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Queen Mary College / Department of Economics
5
University of Exeter / Department of Economics
5
Chambre de commerce et d'industrie de Paris
4
Ekonomiska forskningsinstitutet <Stockholm>
4
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4
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European University Institute / Department of Economics
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Institutionen för Skogsekonomi <Ume°a>
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Springer-Verlag GmbH
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Walter de Gruyter GmbH & Co. KG
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Bonn Graduate School of Economics
2
Books on Demand GmbH <Norderstedt>
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Center for Economic Research <Tilburg>
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2
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2
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2
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2
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Discussion paper / Centre for Economic Policy Research
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Discussion paper series / University of Essex, Department of Economics
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ECONIS (ZBW)
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Continuous time modelling based on an exact discrete time representation
Chambers, Marcus J.
;
MacCrorie, J. Roderick
;
Thornton, …
-
University of Essex / Department of Economics
-
2017
Persistent link: https://www.econbiz.de/10013162724
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2
Gaussian semiparametric estimation of multivariate fractionally integrated processes
Shimotsu, Katsumi
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901392
Saved in:
3
Exact local whittle estimation of fractionally cointegrated systems
Shimotsu, Katsumi
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901946
Saved in:
4
Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul
;
Faure-Grimaud, Antoine
-
2000
Persistent link: https://www.econbiz.de/10001499414
Saved in:
5
Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet
-
2000
Persistent link: https://www.econbiz.de/10013423063
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