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~isPartOf:"Applied quantitative finance"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~person:"Härdle, Wolfgang"
~subject:"Time series analysis"
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Härdle, Wolfgang
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Applied quantitative finance
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
SFB 649 discussion paper
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Modeling dependencies with copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Okhrin, Yarema
- In:
Applied quantitative finance
,
(pp. 3-36)
.
2009
Persistent link: https://www.econbiz.de/10003745932
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2
A review of nonparametric time series analysis
Härdle, Wolfgang
;
Lütkepohl, Helmut
;
Chen, Rong
-
1996
Persistent link: https://www.econbiz.de/10000949642
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