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~subject:"Momentenmethode"
~subject:"Rendite"
~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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Methoden zur Modellierung von Renditezeitreihen am Beispiel des Deutschen Aktienindex
Uthoff, Philipp
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2012
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1. Aufl.
Persistent link: https://www.econbiz.de/10009503897
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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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