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Search: person:"Spokoiny, Vladimir G."
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Financial market
Estimation theory
33
Schätztheorie
33
Theorie
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Theory
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Time series analysis
17
Zeitreihenanalyse
17
Volatility
11
Volatilität
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local homogeneity
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stochastic volatility model
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Martingale
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Multivariate Analyse
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USA
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English
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Spokojnyj, Vladimir G.
3
Elagin, Mstislav
2
Cheng, Ming-Yen
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Fan, Jianqing
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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Applied quantitative finance
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ECONIS (ZBW)
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Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
- In:
Applied quantitative finance
,
(pp. 345-361)
.
2009
Persistent link: https://www.econbiz.de/10003746421
Saved in:
2
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
-
2008
Persistent link: https://www.econbiz.de/10003805435
Saved in:
3
Dynamic nonparametric filtering with application to finance
Cheng, Ming-Yen
;
Fan, Jianqing
;
Spokojnyj, Vladimir G.
-
2003
Persistent link: https://www.econbiz.de/10001790237
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