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~institution:"Springer Fachmedien Wiesbaden"
~subject:"CAPM"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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Nichtlineare Zeitreihenanalyse als neue Methode für Eventstudien : eine empirische Studie am Beispiel der Ergebnismeldungen von NASDAQ-Unternehmen
Wagner, Waldemar
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2019
Persistent link: https://www.econbiz.de/10011949473
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Derivate im Portfoliomanagement
Bossert, Thomas
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2017
Persistent link: https://www.econbiz.de/10011648924
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Forecasting high-frequency
volatility
shocks : an analytical real-time monitoring system
Kömm, Holger
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2016
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1st ed. 2016
Persistent link: https://www.econbiz.de/10011411472
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Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian
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2016
Persistent link: https://www.econbiz.de/10011432076
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