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subject:"Risiko"
subject:"USA"
~institution:"Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>"
~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~subject:"World"
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Risiko
USA
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Estimation theory
6
Schätztheorie
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2
19.03.1997
1
1975-2000
1
ARCH model
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Aktienmarkt
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Abberger, Klaus
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Bol, Georg
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Ledoit, Olivier
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Santa-Clara, Pedro
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Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
Universitat Pompeu Fabra / Departament d'Economia i Empresa
National Bureau of Economic Research
19
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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University of Wisconsin-Madison
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Institut für Weltwirtschaft
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Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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University of New England / Department of Econometrics
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University of Otago / Commerce Division
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Air Force Project Rand
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Center for Latin American Development Studies / Boston University
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Ekonomiska forskningsinstitutet <Stockholm>
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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International Workshop Traffic and Mobility: Simulation - Economics - Environment <1999, Aachen>
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Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625994
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2
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
Bol, Georg
(
ed.
);
Abberger, Klaus
(
ed.
); …
-
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
-
1998
Persistent link: https://www.econbiz.de/10014013337
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