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Economics letters
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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1
Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes
Mittnik, Stefan
- In:
Economics letters
23
(
1987
)
3
,
pp. 279-284
Persistent link: https://www.econbiz.de/10001027025
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2
The determination of the state covariance matrix of moving-average processes without computation
Mittnik, Stefan
- In:
Economics letters
23
(
1987
)
2
,
pp. 177-179
Persistent link: https://www.econbiz.de/10001027051
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3
VaR-implied tail-correlation matrices
Mittnik, Stefan
- In:
Economics letters
122
(
2014
)
1
,
pp. 69-73
Persistent link: https://www.econbiz.de/10010393953
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4
Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd
- In:
Economics letters
58
(
1998
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001233190
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5
Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd
;
Kim, Jeong-Ryeol
;
Mittnik, Stefan
- In:
Economics letters
58
(
1998
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10006789873
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6
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
7
Construction of probability metrics on classes of investors
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Economics letters
103
(
2009
)
1
,
pp. 45-48
Persistent link: https://www.econbiz.de/10003838955
Saved in:
8
Construction of probability metrics on classes of investors
Stoyanov, Stoyan V.
;
Rachev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Economics letters
103
(
2009
)
1
,
pp. 45-48
Persistent link: https://www.econbiz.de/10008231978
Saved in:
9
Construction of probability metrics on classes of investors
Stoyanov, Stoyan V.
;
Rachev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Economics letters
103
(
2009
)
1
,
pp. 45-49
Persistent link: https://www.econbiz.de/10008892200
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