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~institution:"Rodney L. White Center for Financial Research"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
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Federal Reserve Bank of St. Louis
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Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
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2003
Persistent link: https://www.econbiz.de/10003229525
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
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