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subject:"Stochastischer Prozess"
subject:"Zeitreihenanalyse"
~person:"Lux, Thomas"
~person:"Sibbertsen, Philipp"
~type_genre:"Hochschulschrift"
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Stochastischer Prozess
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Lux, Thomas
Sibbertsen, Philipp
Koller, Wolfgang
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Ahrens, Ralf
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Dallmann, Holger
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Fischer, Christoph
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Frömmel, Michael
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Heid, Frank
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Liening, Andreas
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Liesenfeld, Roman
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Müller, Hansjörg
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Peitz, Christian
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Reif, Magnus
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Scheiblecker, Marcus
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Schmitt, Christian
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Woisetschläger, David
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Wunderlich, Claus Günter Ludwig
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Zimmerer, Thomas
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Arai, Yoichi
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Gottfried Wilhelm Leibniz Universität Hannover
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ECONIS (ZBW)
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Essays on financial time series with a focus on high-frequency data
Becker, Janis
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2020
Persistent link: https://www.econbiz.de/10012225306
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Essays on fractional cointegration and seasonal long memory
Voges, Michelle
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2019
Persistent link: https://www.econbiz.de/10012144876
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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli
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2015
Persistent link: https://www.econbiz.de/10011299266
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The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
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2007
Persistent link: https://www.econbiz.de/10003767966
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