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~subject:"Börsenkurs"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Amtsdruckschrift"
~type_genre:"Systematic review"
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Estimating and testing continuous-time models in finance : the role of transition densities
Aït-Sahalia, Yacine
- In:
Annual review of financial economics
1
(
2009
),
pp. 341-359
Persistent link: https://www.econbiz.de/10003924504
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
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Two adaptive rates of convergence in pointwise density estimation
Butucea, Cristina
-
1999
Persistent link: https://www.econbiz.de/10001421287
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