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~subject:"Börsenkurs"
~subject:"Schätztheorie"
~subject:"Yield curve"
~type_genre:"Thesis"
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Europäische Hochschulschriften / 5
54
Tinbergen Institute research series
27
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25
Reihe Quantitative Ökonomie : Ökon
21
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Lecture notes in economics and mathematical systems : LNEMS
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Untersuchungen über das Spar-, Giro- und Kreditwesen / A
5
Wirtschaftswissenschaftliche Beiträge
5
CentER dissertation series / Center for Economic Research, Tilburg University : CDS
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PhD series / Department of Economics, University of Copenhagen
4
PhD thesis / School of Economics and Management, University of Aarhus
4
Reihe: Portfoliomanagement
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3
Beiträge zur betriebswirtschaftlichen Forschung
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EBS-Forschung : Schriftenreihe der European Business School, Schloß Reichartshausen
3
ERIM Ph. D. series research in management / Erasmus Institute of Management
3
Gabler Research
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Nouvelle série
3
PhD / Aarhus School of Business
3
PhD series / Copenhagen Business School
3
Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
3
Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
3
Reihe: Financial Research
3
Schriften zur Geldtheorie und Geldpolitik
3
Acta Universitatis Oeconomicae Helsingiensis / A
2
Afhandlinger fra det Samfundsvikenskabelige Fakultet på Odense Universitet
2
Berner Beiträge zur Nationalökonomie
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ECONIS (ZBW)
900
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1
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10
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900
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1
Analysis of latent Gaussian models with spatial dependence
Vogler, Jan
-
2016
Persistent link: https://www.econbiz.de/10011618511
Saved in:
2
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
Saved in:
3
Essays on bond return predictability and liquidity risk
Gómez, Karoll
-
2015
the U.S. yield curve. I consider a joint Gaussian affine term structure
model
for zero-coupon U.S. Treasury and TIPS bonds …, with an unspanned factor: liquidity risk. In the
model
, the liquidity factor is restricted to affect only the cross …
Persistent link: https://www.econbiz.de/10011298908
Saved in:
4
Panta rhei, measurement and discovery of change in financial markets
Zamojski, Marcin
-
2017
Persistent link: https://www.econbiz.de/10011595666
Saved in:
5
Asymmetry and nonlinearity in forecasting multivariate stock market volatility
Heiden, Moritz Daniel
-
2016
This cumulative dissertation studies various approaches to improve stock market volatility forecasts based on nonlinearity and asymmetric dependence modeling as well as new innovative data sources. Studying multivariate dependence patterns using a vine copula approach and incorporating Google...
Persistent link: https://www.econbiz.de/10011473107
Saved in:
6
Essays on return predictability and term structure modelling
Fux, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010359451
Saved in:
7
On an inverse problem of financial mathematics with error in the operator
Stephan, Anna
(
contributor
)
-
2014
Persistent link: https://www.econbiz.de/10010373439
Saved in:
8
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
-
2014
Persistent link: https://www.econbiz.de/10010412522
Saved in:
9
Time series analysis and market microstructure aspects on short time scales
Beck, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009423515
Saved in:
10
Understanding interest rate volatibility
Volker, Desi
-
2016
-
1. edition
Persistent link: https://www.econbiz.de/10011526654
Saved in:
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