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GARCH(1, 1) at small sample size and pairs trading with cointegration
Leong, Wei Ruen
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2018
Persistent link: https://www.econbiz.de/10011994459
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Essays on robust long memory inference
Will, Michael Wolfgang
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2018
Persistent link: https://www.econbiz.de/10012123519
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3
Bayesian analysis of latent variable models in finance
Barra, István
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2016
Persistent link: https://www.econbiz.de/10011534212
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4
Monte Carlo simulation of boundary crossing probabilities with applications to finance and statistics
Gür, Sercan
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2019
Persistent link: https://www.econbiz.de/10012197036
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5
Monte Carlo analysis of time-varying parameter models with stochastic volatility
Turatti, Douglas Eduardo
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2018
Persistent link: https://www.econbiz.de/10011947781
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6
On seasonality and cointegration
Löf, Mårten
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2001
Persistent link: https://www.econbiz.de/10001582796
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7
Three essays on financial markets and institutions
Souto, Marcos Rietti
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2005
Persistent link: https://www.econbiz.de/10003904272
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8
Essays on econometric models of relative prices
Norman, Stephen
-
2006
Persistent link: https://www.econbiz.de/10009242602
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9
Monte Carlo methods for portfolio credit derivatives
Chen, Zhiyong
-
2006
Persistent link: https://www.econbiz.de/10009247849
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10
Essays in sequential Monte Carlo methods for economics and finance
Creal, Drew
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2007
Persistent link: https://www.econbiz.de/10009693125
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