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type:"book"
type_genre:"Forschungsbericht"
~subject:"1998-1999"
~subject:"Zeitreihenanalyse"
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1998-1999
Zeitreihenanalyse
Schätzung
72
Estimation
69
Theorie
33
Theory
33
Deutschland
29
Germany
29
USA
11
United States
11
Estimation theory
10
Schätztheorie
10
Börsenkurs
7
Großbritannien
7
Share price
7
United Kingdom
7
Regression analysis
6
Regressionsanalyse
6
Efficient market hypothesis
5
Effizienzmarkthypothese
5
Impact assessment
5
Volatility
5
Volatilität
5
Wirkungsanalyse
5
ARCH model
4
ARCH-Modell
4
Australia
4
Australien
4
Cointegration
4
Einkommensverteilung
4
Income distribution
4
Kointegration
4
Time series analysis
4
Arbeitsangebot
3
Causality analysis
3
Consumption theory
3
EU countries
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EU-Staaten
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Energiekonsum
3
Energy consumption
3
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Forschungsbericht
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1,396
Hochschulschrift
216
Thesis
172
Collection of articles written by one author
41
Sammlung
41
Bibliografie enthalten
19
Bibliography included
19
Collection of articles of several authors
16
Sammelwerk
16
Aufsatzsammlung
11
Amtsdruckschrift
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1
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Dark, Jonathan
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Cheng, Ming-Yen
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Fan, Jianqing
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Forbes, Catherine Scipione
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Kalb, Guyonne
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Kofman, Paul
1
Krämer, Walter
1
Sibbertsen, Philipp
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Spokojnyj, Vladimir G.
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Venetis, Ioannis
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Working paper / Department of Econometrics and Business Statistics, Monash University
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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ECONIS (ZBW)
7
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1
Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005559
Saved in:
2
Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005584
Saved in:
3
Basis convergence and long memory in volatility when dynamic hedging with SPI futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005599
Saved in:
4
Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
-
2003
Persistent link: https://www.econbiz.de/10001813104
Saved in:
5
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:
6
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
-
1997
Persistent link: https://www.econbiz.de/10000978712
Saved in:
7
Kointegration von Aktienkursen
Krämer, Walter
-
1997
Persistent link: https://www.econbiz.de/10000656610
Saved in:
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