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~subject:"Börsenkurs"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
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Tree-structured multiple regimes in interest rates
Audrino, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
3
,
pp. 338-353
Persistent link: https://www.econbiz.de/10003349357
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42
Volatility estimation with functional gradient descent for very high-dimensional financial time series
Audrino, Francesco
;
Bühlmann, Peter
- In:
The journal of computational finance
6
(
2003
)
3
,
pp. 65-89
Persistent link: https://www.econbiz.de/10001753395
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