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~isPartOf:"The European journal of finance"
~type_genre:"Book section"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference paper"
~type_genre:"Government document"
~type_genre:"Mikroform"
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The European journal of finance
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
14
Handbook of heavy tailed distributions in finance
9
Robustness in econometrics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Econophysics of wealth distributions : Econophys-Kolkata I
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Business cycles in economics : types, challenges and impacts on monetary policies
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
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Econometric analysis of financial and economic time series ; part a
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Econometrics of risk
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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Maximum likelihood estimation of misspecified models : twenty years later
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Risk assessment : decisions in banking and finance
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Advancing the frontiers of simulation : a Festschrift in honor of George Samual Fishman
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
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Computational Management Science : CMS
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Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Current topics in quantitative finance : with 23 tables
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Economic complexity : non-linear dynamics, multi-agents economies, and learning ; [...selection of communications presented at the COMPLEXITY2000 workshop held in Aix en Provence, France, 4 - 6 May 2000]
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Economics to econometrics : contributions in honor of Daniel L. McFadden
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Energy reports
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Financial econometrics and empirical market microstructure
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Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
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Handbook of economic forecasting ; Volume 2B
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Handbook of financial time series
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Handbuch Alternative Investments ; Bd. 1
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Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
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Higher-order factorization machines : implementation, application, and comparison of a state-of-the-art recommender approach
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Measuring risk in complex stochastic systems
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Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
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Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
Saved in:
2
A dominance test for measuring financial connectedness
Bernardi, Mauro
;
Stolfi, Paola
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 119-141
Persistent link: https://www.econbiz.de/10012207190
Saved in:
3
Kurtosis-based projection pursuit for outlier detection in financial time series
Loperfido, Nicola
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 142-164
Persistent link: https://www.econbiz.de/10012207191
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