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subject:"Time series analysis"
type_genre:"Collection of articles written by one author"
~person:"Jun, Sung Jae"
~person:"Kang, Tae-hoon"
~subject:"Momentenmethode"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Momentenmethode
Estimation theory
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Schätztheorie
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IV-Schätzung
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Instrumental variables
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Method of moments
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Option pricing theory
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Collection of articles written by one author
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Jun, Sung Jae
Kang, Tae-hoon
Andersson, Michael K.
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Bao, Yong
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Baryshnikova, Nadezhda V.
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Bhattacharya, Debopam
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Blix, Mårten
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Bruns, Martin
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Camehl, Annika
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Choi, In
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Comon, Etienne
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Eliasz, Piotr
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Haldrup, Niels
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He, Changli
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Hellström, Jörgen
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Hess, Wolfgang
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Ho, Kin-Yip
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Jang, Tae-Seok
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Kim, Myungsup
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Levy, Daniel C.
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Lundbergh, Stefan
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Lux, Thomas
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Massmann, Michael
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Mercereau, Benoît
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Mikusheva, Anna
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Prokhorov, Artem B.
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Quoreshi, Shahiduzzaman
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Sacht, Stephen
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Shen, Chung-hua
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ECONIS (ZBW)
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Quantile models and weak identification
Jun, Sung Jae
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2006
Persistent link: https://www.econbiz.de/10003972273
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Garch option pricing, valuing the target price support program, and a new efficiency criterion
Kang, Tae-hoon
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1993
Persistent link: https://www.econbiz.de/10000950781
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