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subject:"Kointegration"
~subject:"Modellierung"
~type_genre:"Doctoral Thesis"
~type_genre:"Thesis"
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Search: subject_exact:"Nichtlineare Regression"
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Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
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2014
Persistent link: https://www.econbiz.de/10012503165
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2
Essays on nonlinear and explosive time series : with applications to financial markets
Kaufmann, Hendrik
-
2014
Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests
Persistent link: https://www.econbiz.de/10010395343
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3
On an inverse problem of financial mathematics with error in the operator
Stephan, Anna
(
contributor
)
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2014
Persistent link: https://www.econbiz.de/10010373439
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4
Pricing, implementation and calibration of credit derivatives in incomplete market
Houssou, Régis
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2011
After the financial crisis of 2UU8. it is observed that tlie liquidity of many credit derivatives has dried up. The existence of illiquid credit derivatives that can not be perfectly hedged means that the market is incomplete. Therefore. the classical risk-neutral approach to valuing the credit...
Persistent link: https://www.econbiz.de/10009523460
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5
Essays on statistical arbitrage
Krauss, Christopher
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2016
Persistent link: https://www.econbiz.de/10011499659
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6
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
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2014
Persistent link: https://www.econbiz.de/10010412522
Saved in:
7
The dynamics of corporate credit risk : an intensity-based econometric analysis
Monteiro, André Antonio
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2008
Persistent link: https://www.econbiz.de/10003775855
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8
Three essays on nonlinear nonstationary econometrics and applied macroeconomics
Bae, Youngsoo
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2006
Persistent link: https://www.econbiz.de/10003965066
Saved in:
9
Generalized spectral-based specification testing for time series and dynamic panel data model
Lee, Yoon-jin
-
2006
Persistent link: https://www.econbiz.de/10003965661
Saved in:
10
Three essays on non-classical measurement error in non-linear models
Mahajan, Aprajit
-
2004
Persistent link: https://www.econbiz.de/10003550168
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