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~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre"
~language:"eng"
~person:"Chiarella, Carl"
~person:"Föllmer, Hans"
~person:"Koskela, Erkki"
~person:"Lucas, André"
~person:"Lux, Thomas"
~person:"Mumtaz, Haroon"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Suchtheorie"
~subject:"Theory"
~subject:"VAR-Modell"
~type_genre:"Arbeitspapier"
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Stochastic process
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Nichtlineare Dynamik
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Chiarella, Carl
Föllmer, Hans
Koskela, Erkki
Lucas, André
Lux, Thomas
Mumtaz, Haroon
Liesenfeld, Roman
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Richard, Jean-François
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Kansantaloustieteen Laitos <Helsinki>
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The multi-fractal model of asset returns : its estimation via GMM and its use for volatility forecasting
Lux, Thomas
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781206
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Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"
Lux, Thomas
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781208
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