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~person:"Laitenberger, Jörg"
~person:"Levenbach, Hans"
~subject:"Börsenkurs"
~subject:"Time series analysis"
~type_genre:"Glossary included"
~type_genre:"Hochschulschrift"
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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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Forecasting : practice and process for demand management
Levenbach, Hans
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Cleary, James P.
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2006
Persistent link: https://www.econbiz.de/10003078027
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