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subject:"Zeitreihenanalyse"
subject:"Forecasting model"
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
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2003
Persistent link: https://www.econbiz.de/10001813104
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Dynamic nonparametric filtering with application to finance
Cheng, Ming-Yen
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Fan, Jianqing
;
Spokojnyj, Vladimir G.
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2003
Persistent link: https://www.econbiz.de/10001790237
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Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
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1997
Persistent link: https://www.econbiz.de/10000978712
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Kointegration von Aktienkursen
Krämer, Walter
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1997
Persistent link: https://www.econbiz.de/10000656610
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