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~isPartOf:"Europäische Hochschulschriften / 5"
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ECONIS (ZBW)
96
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1
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
2
Zeitreihenanalyse von Optionsscheinpreisen zur Beurteilung von Kurschancen und -risiken
Hehn, Elisabeth
-
1994
Persistent link: https://www.econbiz.de/10000893910
Saved in:
3
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
;
Lund, Jesper
-
1994
Persistent link: https://www.econbiz.de/10000894175
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4
GMM estimation of ARFIMA processes : an alternative approach and a SUR extension
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896212
Saved in:
5
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
6
Present value models and non-stationary time-series : an introduction, and a summary of the thesis
Engsted, Tom
-
1993
Persistent link: https://www.econbiz.de/10000859623
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7
Lineare versus nichtlineare Modelle für univariate Zeitreihen : Diagnoseverfahren und Tests
Schuhr, Roland
-
1991
Persistent link: https://www.econbiz.de/10000830424
Saved in:
8
EDV-gestützte Prognoseerstellung für univariate Zeitreihen
Wiedemann, Raimund
-
1990
Persistent link: https://www.econbiz.de/10000811586
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9
Robuste Schätzung von ARMA-Modellen unter Verwendung von robust geschätzten Autokovarianzen
Forster, Michael
-
1994
Persistent link: https://www.econbiz.de/10000871899
Saved in:
10
Testen und Auswählen von nichtlinearen Zeitreihenmodellen mit dem Bootstrap-Verfahren
Mellows, Meinert
-
1999
Persistent link: https://www.econbiz.de/10000683469
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