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subject:"Börsenkurs"
~isPartOf:"Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]"
~subject:"VAR model"
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Börsenkurs
VAR model
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
Econophysics of systemic risk and network dynamics : [Econophys-Kolkata VI Conference]
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Australian School of Business working paper : Australian School of Business research paper
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Cahiers du Département d'Econométrie
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International journal of theoretical and applied finance
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Journal of econometrics
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Journal of economic dynamics & control
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Lecture notes in economics and mathematical systems : LNEMS
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Modern economy
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Quantitative Wirtschaftsforschung
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Springer eBook Collection / Business and Economics
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ECONIS (ZBW)
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Random matrix theory and cross-correlations of stock prices
Rosenow, B.
;
Gopikrishnan, P.
;
Plerou, V.
;
Stanley, H. E.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [27]-34)
.
2002
Persistent link: https://www.econbiz.de/10001679223
Saved in:
2
Dynamics of correlations in the stock market
Drożdż, S.
;
Grümmer, F.
;
Ruf, François
;
Speth, J.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [41]-50)
.
2002
Persistent link: https://www.econbiz.de/10001679227
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