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subject:"Börsenkurs"
type_genre:"Sammlung"
~subject:"Modellierung"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Lehrbuch"
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Model selection methods for panel vector autoregressive models
Camehl, Annika
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2018
Persistent link: https://www.econbiz.de/10012154338
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2
Essays on functional coefficient models
Koo, Chao Hui
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2018
Persistent link: https://www.econbiz.de/10011823701
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3
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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4
Essays in statistical estimation and a stochastic application to financial markets
Huang, Jing
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2018
Persistent link: https://www.econbiz.de/10012183865
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5
Essays on momentum strategies in finance
Oord, Arco van
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2016
Persistent link: https://www.econbiz.de/10011631087
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6
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
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2012
Persistent link: https://www.econbiz.de/10010204938
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7
Statistics for copula-based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
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2011
Persistent link: https://www.econbiz.de/10009125241
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8
Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard
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2015
Persistent link: https://www.econbiz.de/10011433554
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9
Cointegration and regime switching dynamics in macroeconomic applications
Elvstrøm Ekner, Line
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2014
Persistent link: https://www.econbiz.de/10010375999
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10
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
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2014
Persistent link: https://www.econbiz.de/10010412522
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