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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Some crude approximation, calibration and estimation procedures for NIG-variates
Lillestöl, Jostein
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2002
Persistent link: https://www.econbiz.de/10001730427
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Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein
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2000
Persistent link: https://www.econbiz.de/10001582162
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