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subject:"Stochastic process"
subject:"Volatility"
~subject:"Scientific modelling"
~type_genre:"Einführung"
~type_genre:"Thesis"
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ECONIS (ZBW)
48
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1
Estimating deterministics in univariate time series
Walsh, Christopher
-
2014
Persistent link: https://www.econbiz.de/10010402846
Saved in:
2
New Keynesian DSGE models : theory, empirical implementation, and specification
Röhe, Oke
-
2012
Persistent link: https://www.econbiz.de/10009627655
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3
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
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4
Essays on high frequency and behavioral finance
Rezania, Omid
-
2011
Persistent link: https://www.econbiz.de/10009419915
Saved in:
5
Forecasting high-frequency volatility shocks : an analytical real-time monitoring system
Kömm, Holger
-
2016
-
1st ed. 2016
Persistent link: https://www.econbiz.de/10011411472
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6
Perturbation and symmetry techniques applied to finance
Taylor, Stephen
-
2010
Persistent link: https://www.econbiz.de/10010418488
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7
Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard
-
2015
Persistent link: https://www.econbiz.de/10011433554
Saved in:
8
Model order reduction in parameter identification problems : error estimates and application to implied volatility surfaces
Schneider, Marina
-
2015
Persistent link: https://www.econbiz.de/10011532683
Saved in:
9
Cointegration and regime switching dynamics in macroeconomic applications
Elvstrøm Ekner, Line
-
2014
Persistent link: https://www.econbiz.de/10010375999
Saved in:
10
Estimating deterministics in univariate time series
Walsh, Christopher
-
2014
Persistent link: https://www.econbiz.de/10010381601
Saved in:
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