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[Hauptbd.]
Dahnke, Simone - 1997
Persistent link: https://www.econbiz.de/10000683946
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Global total least squares : a method for the construction of open approximate models from vector time series
Roorda, Berend - 1995
Persistent link: https://www.econbiz.de/10000534105
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Some implications of the Kalman filter for econometric theory and practice
Koss, Richard A. - 1985
Persistent link: https://www.econbiz.de/10000701877
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Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus - 1998
Persistent link: https://www.econbiz.de/10000675119
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α-stable [Alpha-stable] random vectors with time varying spectral measure and applications to financial time series analysis
Hartz, Christoph - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003716514
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Multivariate Copula-Modelle für Finanzmarktdaten : eine simulative und empirische Untersuchung
Köck, Christian - 2008
Persistent link: https://www.econbiz.de/10003717606
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Neuronale Netze zur Prognose und Disposition im Handel
Crone, Sven F. - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003719576
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Applied aspects of integrated time series : seasonality, measurement errors and common factors
Kuzin, Vladimir - 2007
Persistent link: https://www.econbiz.de/10003633757
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Simulation-based approaches in financial econometrics
Sjölander, Pär - 2007
Persistent link: https://www.econbiz.de/10003738168