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subject:"Monte Carlo simulation"
subject:"Volatility"
~subject:"Statistical distribution"
~type_genre:"Bibliografie enthalten"
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Empirical likelihood
Owen, Art B.
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2001
Persistent link: https://www.econbiz.de/10001574339
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Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
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1999
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1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
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Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M.
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1998
Persistent link: https://www.econbiz.de/10000965598
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