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subject:"Volatility"
subject:"Wechselkurs"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Thesis"
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Semiparametric inference for non-LAN models
Zhou, Bo
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2017
Persistent link: https://www.econbiz.de/10011764875
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Using penalized spline, generalized additive model and mixed model regression techniques to examine univariate and multivariate time series and in particular business cycles
Teuber, Timo
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2013
Persistent link: https://www.econbiz.de/10009742063
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3
Essays on high frequency and behavioral finance
Rezania, Omid
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2011
Persistent link: https://www.econbiz.de/10009419915
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4
Statistics for copula-based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
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2011
Persistent link: https://www.econbiz.de/10009125241
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5
Forecasting high-frequency volatility shocks : an analytical real-time monitoring system
Kömm, Holger
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2016
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1st ed. 2016
Persistent link: https://www.econbiz.de/10011411472
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Perturbation and symmetry techniques applied to finance
Taylor, Stephen
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2010
Persistent link: https://www.econbiz.de/10010418488
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Model order reduction in parameter identification problems : error estimates and application to implied volatility surfaces
Schneider, Marina
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2015
Persistent link: https://www.econbiz.de/10011532683
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8
Estimation and testing of instrumental mean and quantile regression models
Breunig, Christoph
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2013
Persistent link: https://www.econbiz.de/10009786643
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9
Moment-based estimation of macroscopic dynamic models in macroeconomics and finance
Jang, Tae-Seok
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2012
Persistent link: https://www.econbiz.de/10009658155
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10
Confidence bands in quantile regression and generalized dynamic semiparametric factor models
Song, Song
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2010
Persistent link: https://www.econbiz.de/10009377651
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