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isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
subject:"Nonparametric statistics"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~person:"Franke, Jürgen"
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Nonparametric statistics
Estimation theory
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Schätztheorie
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ARCH model
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ARCH-Modell
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Nichtparametrisches Verfahren
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Franke, Jürgen
Härdle, Wolfgang
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Kim, Woocheol
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Carroll, Raymond J.
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Rieder, Helmut
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Bunke, Olaf
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Horowitz, Joel
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Müller, Marlene
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Tripathi, Gautam
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Butucea, Cristina
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Delecroix, Michel
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Liang, Hua
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Reiß, Markus
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Spokojnyj, Vladimir G.
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Werwatz, Axel
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Boutou, Odile
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Ducot, Béatrice
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Gobet, Emmanuel
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Gutierrez, Roberto G.
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Hoffmann, Marc
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Holzberger, Harriet
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Hong, Yongmiao
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Karlsen, Hans Arnfinn
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Mammen, Enno
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Myklebust, Terje
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Protopopescu, Camelia
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Ruppert, David
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Slama, Rémy
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Spira, Alfred
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Teyssière, Gilles
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Tjostheim, Dag
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Yang, Lijian
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Yatchew, Adonis John
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Diack, Cheikh A. T.
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers of interdisciplinary research project 373
Applied quantitative finance : theory and computational tools
1
Handbook of financial time series
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Operations research proceedings 1998 : selected papers of the International Conference on Operations Research, Zurich, August 31 - September 3, 1998 ; with 51 tables
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ECONIS (ZBW)
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Nonparametric estimators of GARCH processes
Franke, Jürgen
;
Holzberger, Harriet
;
Müller, Marlene
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2002
Persistent link: https://www.econbiz.de/10009624848
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Nonparametric estimators of GARCH processes
Franke, Jürgen
;
Holzberger, Harriet
;
Müller, Marlene
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2002
Persistent link: https://www.econbiz.de/10001684953
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