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subject:"Time series analysis"
subject:"Business cycle"
~type_genre:"Forschungsbericht"
~subject:"Share price"
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1
Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
-
2003
Persistent link: https://www.econbiz.de/10001813104
Saved in:
2
Fractional cointegration of voting and non-voting shares
Dittmann, Ingolf
-
1998
Persistent link: https://www.econbiz.de/10000681350
Saved in:
3
Dynamic nonparametric filtering with application to finance
Cheng, Ming-Yen
;
Fan, Jianqing
;
Spokojnyj, Vladimir G.
-
2003
Persistent link: https://www.econbiz.de/10001790237
Saved in:
4
Simulation of the yield curve : checking a cox-ingersoll-ross model
Fischer, Tom
;
May, Angelika
;
Walther, Brigitte
-
2002
Persistent link: https://www.econbiz.de/10001718852
Saved in:
5
Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias
-
2002
Persistent link: https://www.econbiz.de/10001607573
Saved in:
6
Die Informationswirkung von Ad hoc-Meldungen
Röder, Klaus
-
1998
Persistent link: https://www.econbiz.de/10013453253
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7
Volume and the nonlinear dynamics of stock returns
Hsu, Chiente
-
1998
Persistent link: https://www.econbiz.de/10013278146
Saved in:
8
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
-
1997
Persistent link: https://www.econbiz.de/10000978712
Saved in:
9
Estimating the functional components of asset price volatilities
Heid, Frank
-
1997
Persistent link: https://www.econbiz.de/10000978817
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10
Sources of purchasing power disparities : Europe versus the United States
Weber, Axel A.
-
1997
Persistent link: https://www.econbiz.de/10000987008
Saved in:
11
Kointegration von Aktienkursen
Krämer, Walter
-
1997
Persistent link: https://www.econbiz.de/10000656610
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