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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~subject:"ARCH-Modell"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
ARCH-Modell
Estimation theory
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Portfolio selection
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high-dimensional asymptotics
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Bodnar, Taras
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Birkbeck College / Department of Economics
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Rodney L. White Center for Financial Research
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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ECONIS (ZBW)
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Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras
;
Dette, Holger
;
Parolya, Nestor
; …
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012119286
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