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Random Walk
7
Random walk
7
Börsenkurs
4
Estimation
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Schätzung
4
Share price
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Time series analysis
4
Zeitreihenanalyse
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Theorie
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Theory
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ARCH-Modell
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Einheitswurzeltest
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Estimation theory
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Random walk effect
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Volatility estimation
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Aktienindex
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Aktienmarkt
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Ambiguity models
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Ausreißer
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Binomial Markov Random Walk (BMRW) model
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Capacities
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Capital income
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Choquet–Brownian motion
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Decision under uncertainty
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Dynamic consistency
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Kumar, Dilip
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Kast, Robert
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Lapied, André
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Lee, Cheng-Feng
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Lee, Chi-Chuan
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Lee, Chien-chiang
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Matheron, Julien
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Moosa, Imad A.
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Economic modelling
Physica A: Statistical Mechanics and its Applications
102
IMF Working Papers
84
MPRA Paper
36
Stochastic Processes and their Applications
28
Statistics & Probability Letters
23
Applied economics
18
Applied financial economics
15
Working paper / National Bureau of Economic Research, Inc.
12
Applied economics letters
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International review of economics & finance : IREF
10
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Economics letters
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NBER working paper series
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Econometric theory
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International journal of theoretical and applied finance
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Journal of econometrics
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Mathematics and Computers in Simulation (MATCOM)
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Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of economics and finance
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Journal of banking & finance
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NBER Working Paper
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The empirical economics letters : a monthly international journal of economics
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Working Paper
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Australian Journal of Management
6
International review of financial analysis
6
Journal of forecasting
6
Monash Econometrics and Business Statistics Working Papers
6
Research in international business and finance
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Annals of the Institute of Statistical Mathematics
5
Cambridge working papers in economics
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Computational Statistics
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Discussion paper / Centre for Economic Policy Research
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ECB Working Paper
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Economic Modelling
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ECONIS (ZBW)
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1
A reflection principle for a
random
walk
with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
2
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
3
Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Burns, Kelly
;
Moosa, Imad A.
- In:
Economic modelling
50
(
2015
),
pp. 27-39
Persistent link: https://www.econbiz.de/10011439608
Saved in:
4
New evidence from the
random
walk
hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar
;
Phouphet Kyophilavong
- In:
Economic modelling
43
(
2014
),
pp. 38-41
Persistent link: https://www.econbiz.de/10010500991
Saved in:
5
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet-Brownian motions
Kast, Robert
;
Lapied, André
;
Roubaud, David
- In:
Economic modelling
38
(
2014
),
pp. 495-503
Persistent link: https://www.econbiz.de/10010418987
Saved in:
6
Asymmetric dynamics in REIT prices : further evidence based on quantile regression analysis
Lee, Chien-chiang
;
Lee, Cheng-Feng
;
Lee, Chi-Chuan
- In:
Economic modelling
42
(
2014
),
pp. 29-37
Persistent link: https://www.econbiz.de/10010478286
Saved in:
7
Is growth useful in RBC models?
Matheron, Julien
- In:
Economic modelling
20
(
2003
)
3
,
pp. 605-622
Persistent link: https://www.econbiz.de/10001752165
Saved in:
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