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~subject:"Momentenmethode"
~subject:"Schätzung"
~type_genre:"Sammlung"
~type_genre:"Thesis"
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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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Steuerschätzung und Analyse der Prognosegüte für die Bundesrepublik Deutschland
Berberich, Ulrike
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2012
Persistent link: https://www.econbiz.de/10009702609
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Periodic seasonal time series models with applications to US macroeconomic data
Widyanti Hindrayanto, Anastasia Irma
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2011
Persistent link: https://www.econbiz.de/10009317709
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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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Effizienzprobleme an Finanzmärkten : Analyse des deutschen Aktien-, Renten-, Geld- und Devisenmarktes unter Verwendung von ARIMA- und GARCH-Modellen
Bräutigam, Claus
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2004
Persistent link: https://www.econbiz.de/10001973352
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Determining real exchange rate misalignments and predicting currency crises in Eastern Europe : statistical and artificial intelligence methods
Roy, Saktinil
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2004
Persistent link: https://www.econbiz.de/10003387370
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