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~person:"Forster, Michael"
~person:"Funke, Claudia"
~person:"Guo, Guang"
~person:"Laitenberger, Jörg"
~type_genre:"Hochschulschrift"
~type_genre:"Thesis"
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Search: subject_exact:"ARMA-Modell"
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Non-normality in financial markets and the measurement of risk
Lau, Christian
-
2015
ARMA-GARCH-Modellierung; nicht-Normalität; normal-inverse Gauss-Verteilung (NIG-Verteilung); realisierte Momente; Staatsanleihen; Strom Forwards; stylized facts von Finanzzeitreihen; Value at Risk; Verteilung von Anleiherenditen
Persistent link: https://www.econbiz.de/10011440567
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Semi-nonparametric discrete event forecasting in economics and finance
Guo, Guang
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2004
Persistent link: https://www.econbiz.de/10003909272
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Ökonometrische Schätzungen bei generell nichtstationären datengenerierenden Prozessen
Funke, Claudia
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1999
Persistent link: https://www.econbiz.de/10001404879
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Robuste Schätzung von ARMA-Modellen unter Verwendung von robust geschätzten Autokovarianzen
Forster, Michael
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1994
Persistent link: https://www.econbiz.de/10012700013
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