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subject:"Deutschland"
subject:"Forecasting model"
~person:"Dustmann, Christian"
~person:"Ridder, Thomas"
~type_genre:"Book section"
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Forecasting model
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Dustmann, Christian
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Quantitative Verfahren im Finanzmarktbereich
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
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ECONIS (ZBW)
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Estimation of discrete response models with missclasified dependent variables
Dustmann, Christian
;
Soest, Arthur van
-
2001
Persistent link: https://www.econbiz.de/10001615105
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2
Basics of statistical VaR-estimation
Ridder, Thomas
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 161-187)
.
1998
Persistent link: https://www.econbiz.de/10001305355
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3
Nichtparametrische Schätzung des Value-at-Risk von Zinsswaps
Ridder, Thomas
- In:
Quantitative Verfahren im Finanzmarktbereich
,
(pp. 99-113)
.
1996
Persistent link: https://www.econbiz.de/10001319164
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