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~subject:"Momentenmethode"
~subject:"Nonparametric statistics"
~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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Semi-nonparametric discrete event forecasting in economics and finance
Guo, Guang
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2004
Persistent link: https://www.econbiz.de/10003909272
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Nonparametric estimation of nonlinear ARMA and GARCH processes
Holzberger, Harriet
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2001
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Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001619528
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