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Search: subject_exact:"Statistische Bestandsanalyse"
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Duration analysis
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Autoregressive conditional duration
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diurnal duration patterns
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iterative plug-in
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On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Feng, Yuanhua
;
Forstinger, Sarah
;
Peitz, Christian
-
2013
Persistent link: https://www.econbiz.de/10010194478
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Data-driven estimation of diurnal duration patterns
Feng, Yuanhua
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2011
Persistent link: https://www.econbiz.de/10009411231
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