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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Andrikopoulos, Alexandru"
~person:"Gao, Jiti"
~subject:"Simulation"
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Zeitreihenanalyse
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Andrikopoulos, Alexandru
Gao, Jiti
Gredenhoff, Mikael P.
5
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3
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3
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3
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Application of operations research to financial markets
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Essays in honor of Joon Y. Park : econometric theory
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Essays in honor of Peter C. B. Phillips
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
2
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
Saved in:
3
Specification testing in parametric trending models with unknown errors
Gao, Jiti
;
King, Maxwell L.
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 151-202)
.
2014
Persistent link: https://www.econbiz.de/10010442867
Saved in:
4
Identification, Estimation, and Specification in a Class of Semilinear Time Series Models
Gao, Jiti
- In:
The Oxford handbook of applied nonparametric and …
.
2014
Persistent link: https://www.econbiz.de/10012881347
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