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Analiza szeregów czasowych a statystyczny pomiar ryzyka
Trzpiot, Grażyna
(
contributor
)
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2012
Persistent link: https://www.econbiz.de/10009737464
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2
Une modélisation séquentielle de la VaR
Monfort, Alain
-
2009
Persistent link: https://www.econbiz.de/10003882287
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3
"Juste valeur" et "prix de modèle" : une comparaison internationale de la structure des portefeuilles de trading et du ratio "rentabilité/risque"
Clerc, Laurent
;
Marteau, Didier
- In:
Revue d'économie financière : revue trimestrielle de …
115
(
2014
),
pp. 305-322
Persistent link: https://www.econbiz.de/10010423770
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Kurs złotego w świetle analizy falkowej
Bereś, Helena
;
Bereś, Krzysztof
;
Zieba, Jolanta
- In:
Gospodarka narodowa : the Polish journal of economics
20
(
2009
)
3
,
pp. 61-88
Persistent link: https://www.econbiz.de/10003824861
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Analyse factorielle dynamique multifréquence appliquée `a la datation de la conjoncture française
Cornec, Matthieu
- In:
Economie & prévision : EP
172
(
2006
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003375065
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Introduction aux modèles espace-état et au filtre de Kalman
Lemoine, Matthieu
;
Pelgrin, Florian
-
2003
Persistent link: https://www.econbiz.de/10002236956
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7
Filtrage de Kalman d'une série temporelle saisonnière : application à la prévision de consommation d'électricité
Martin, M.-M.
- In:
Revue de statistique appliquée
47
(
1999
)
4
,
pp. 69-86
Persistent link: https://www.econbiz.de/10001423382
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Tests de convergence s'appuyant sur le filtre de Kalman avec applications aux taux d'inflation de la Communauté Européenne
Zweifel, Patrick
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2001
Persistent link: https://www.econbiz.de/10001636882
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9
Revue des livres
2003
Persistent link: https://www.econbiz.de/10001798440
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10
Modelowanie procesów finansowych, gospodarczych i społecznych z zastosowaniem analizy wielorozdielczej
Hadaś-Dyduch, Monika
-
2019
Persistent link: https://www.econbiz.de/10012008467
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