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person:"Berred, Alexandre M."
type_genre:"Amtsdruckschrift"
~person:"Broze, Laurence"
~person:"Ghysels, Eric"
~type_genre:"Forschungsbericht"
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Berred, Alexandre M.
Broze, Laurence
Ghysels, Eric
Robert, Christian P.
17
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Série des documents de travail / Centre de Recherche en Économie et Statistique
10
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8
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ECONIS (ZBW)
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On the maximal and minimal excursion endpoints of the partial sum process
Berred, Alexandre M.
-
1999
Persistent link: https://www.econbiz.de/10001380384
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2
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
3
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
4
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
5
Estimation of record values
Berred, Alexandre M.
-
1996
Persistent link: https://www.econbiz.de/10000936735
Saved in:
6
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
7
Sums of k-record values and the exponent of regular variation
Berred, Alexandre M.
-
1995
Persistent link: https://www.econbiz.de/10000908212
Saved in:
8
Forecast intervals in Arch exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000902195
Saved in:
9
K-record values and the extreme-value index
Berred, Alexandre M.
-
1994
Persistent link: https://www.econbiz.de/10000891348
Saved in:
10
On the estimation of the Pareto tail-index using k-record values
Berred, Alexandre M.
-
1994
Persistent link: https://www.econbiz.de/10000891350
Saved in:
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