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~institution:"Birkbeck College / Department of Economics"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Mathematische Optimierung"
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Börsenkurs
Mathematische Optimierung
Theorie
337
Theory
337
Estimation
58
Schätzung
58
Time series analysis
45
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45
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33
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Sweden
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Hagerud, Gustaf E.
4
Timmermann, Allan
4
Säfvenblad, Patrik
3
Sola, Martin
2
Blake, David
1
Cha, Gun-ho
1
Dacco, Roberto
1
Freris, Andrew F.
1
Friberg, Richard
1
Gaspar, Raquel M.
1
Knight, John L.
1
Nydahl, Stefan
1
Pesaran, M. Hashem
1
Psaradakis, Zacharias G.
1
Rodríguez Longarela, Iñaki
1
Satchell, Stephen
1
Svensson, Lars E. O.
1
Söderlind, Paul
1
Tran, Kien C.
1
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Birkbeck College / Department of Economics
Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
259
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Deutsche Forschungsgemeinschaft
17
Econometrisch Instituut <Rotterdam>
13
IGI Global
13
Erasmus Research Institute of Management
12
Center for Economic Research <Tilburg>
11
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
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Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
9
International Federation for Information Processing
6
Rodney L. White Center for Financial Research
6
Centre for Economic Policy Research
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Deutsche Gesellschaft für Operations-Research
5
Federal Reserve System / Board of Governors
5
The Wharton Financial Institutions Center
5
Universität Mannheim
5
Edward Elgar Publishing
4
Institut für Höhere Studien
4
International Institute for Applied Systems Analysis
4
International Workshop on Global Optimization <1999, Florenz>
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
4
Springer International Publishing
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Australian National University / Faculty of Economics and Commerce
3
Centre for Analytical Finance <Århus>
3
Christian-Albrechts-Universität zu Kiel
3
Conference on Optimization Techniques <8, 1977, Würzburg>
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Eric Cuvillier <Firma>
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Federal Reserve System / Division of Research and Statistics
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Forschungsinstitut für Diskrete Mathematik
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Gesellschaft für Operations-Research
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
3
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3
Institut for Finansiering <Frederiksberg>
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Discussion paper in financial economics : FE
8
Working paper series in economics and finance
7
SSE EFI working paper series in economics and finance
2
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ECONIS (ZBW)
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1
Statistical modelling of asymmetric
risk
in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
Saved in:
2
New techniques to extract market expectations from financial instruments
Söderlind, Paul
;
Svensson, Lars E. O.
-
1996
Persistent link: https://www.econbiz.de/10000955625
Saved in:
3
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
4
A smooth transition ARCH model for asset returns
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959364
Saved in:
5
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
6
Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959372
Saved in:
7
Lead-lag effects when prices reveal cross-security information
Säfvenblad, Patrik
-
1997
Persistent link: https://www.econbiz.de/10000971375
Saved in:
8
Trading volume and autocorrelation : empirical evidence from the Stockholm Stock Exchange
Säfvenblad, Patrik
-
1997
Persistent link: https://www.econbiz.de/10000971380
Saved in:
9
Openness and the exchange rate exposure of national stock markets : a note
Friberg, Richard
;
Nydahl, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000971403
Saved in:
10
Price formation in multi-asset securities markets
Säfvenblad, Patrik
-
1997
Persistent link: https://www.econbiz.de/10000971912
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