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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~institution:"Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>"
~subject:"Portfolio selection"
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Capital income
Zeitreihenanalyse
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Theorie
22
Theory
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5
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4
Nichtparametrisches Verfahren
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Busse, Anja M.
2
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
National Bureau of Economic Research
458
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
54
Institute of Finance and Accounting <London>
19
European University Institute / Department of Law
11
Rodney L. White Center for Financial Research
11
Center for Economic Research <Tilburg>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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International Center for Financial Asset Management and Engineering
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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University of Cambridge / Department of Applied Economics
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Christian-Albrechts-Universität zu Kiel
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Gottfried Wilhelm Leibniz Universität Hannover
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Judge Institute of Management Studies
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
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ECONIS (ZBW)
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Lyapunov exponent for stochastic time series
Busse, Anja M.
(
contributor
);
Weihs, Claus
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002141497
Saved in:
2
Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing
Dette, Holger
(
contributor
);
Podolskij, Mark
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142062
Saved in:
3
Comparing time series from experiments with and without spiralling
Theis, Winfried
(
contributor
);
Busse, Anja M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142269
Saved in:
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