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~subject:"Estimation theory"
~subject:"Momentenmethode"
~type_genre:"Sammlung"
~type_genre:"Thesis"
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Search: subject_exact:"Box-Jenkins methodology"
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Non-normality in financial markets and the measurement of risk
Lau, Christian
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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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Jump processes in finance : modeling, simulation, inference and pricing
Todorov, Viktor
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2007
Persistent link: https://www.econbiz.de/10009707942
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Ökonometrische Schätzungen bei generell nichtstationären datengenerierenden Prozessen
Funke, Claudia
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1999
Persistent link: https://www.econbiz.de/10001404879
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4
Zeitreihenanalyse für Zähldaten : eine Untersuchung ganzzahliger Autoregressiver-Moving-Average-Prozesse
Jung, Robert
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1999
Persistent link: https://www.econbiz.de/10001406290
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5
Essays on financial time series models
Karanasos, Menelaos
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1998
Persistent link: https://www.econbiz.de/10001436961
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