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subject:"Börsenkurs"
type_genre:"Sammlung"
~subject:"Momentenmethode"
~subject:"Prognoseverfahren"
~type_genre:"Bibliografie enthalten"
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Börsenkurs
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Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin
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2019
Persistent link: https://www.econbiz.de/10012104832
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2
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
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2018
Persistent link: https://www.econbiz.de/10012197752
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3
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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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
Statistics for copula-based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
-
2011
Persistent link: https://www.econbiz.de/10009125241
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7
High-frequency analysis and moment-matching estimation of the baseline New-Keynesian Model
Sacht, Stephen
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2014
Persistent link: https://www.econbiz.de/10010253472
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8
Moment-based estimation of macroscopic dynamic models in macroeconomics and finance
Jang, Tae-Seok
-
2012
Persistent link: https://www.econbiz.de/10009658155
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9
Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen
-
2008
Persistent link: https://www.econbiz.de/10003773152
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10
Three essays on generalized method of moments
Prokhorov, Artem B.
-
2006
Persistent link: https://www.econbiz.de/10009242596
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