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~person:"Mittnik, Stefan"
~type_genre:"Article"
~type_genre:"Aufsatzsammlung"
~type_genre:"Thesis"
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Nichtparametrische Schätzung
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Nonparametric estimation
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Aktienindex
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Bersteinschätzer
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Levy process
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Levy-Prozess
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Multivariate Verteilung
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Multivariate distribution
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Simulation
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State space model
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Stock index
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Theorie
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Theory
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Mittnik, Stefan
Köhler, Max
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Armstrong, Timothy B.
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Bougt, Daniel
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Cai, Biqing
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El-Shagi, Makram
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Eulerich, Marc
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Holtemöller, Oliver
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Kolesár, Michal
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Liu, Long
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Lohmann, Christian
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Lüske, Marius
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Maki, Daiki
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Marchenko, Maria
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Mohr, Maria
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Nosedal-Sanchez, Alvaro
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Ota, Yasushi
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Papadamou, Stephanos
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Pinto, Cristine Campos de Xavier
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Rose, Doro
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Schweinitz, Gregor von
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Selk, Leonie
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Sidiropoulos, Moise
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Souza-Rodrigues, Eduardo A.
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Tjøstheim, Dag
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Tsoi, Allanus
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Modeling and estimating multivariate dependence structures with the Bernstein copula
Rose, Doro
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2015
Persistent link: https://www.econbiz.de/10011432167
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Nonparametric estimation of the jump component in financial time series
Yener, Serkan
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2012
Persistent link: https://www.econbiz.de/10010408673
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