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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"Econometrisch Instituut <Rotterdam>"
~subject:"Aggregation"
~subject:"Statistical test"
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Stochastischer Prozess
Volatility
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Statistical test
Estimation theory
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Econometrisch Instituut <Rotterdam>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
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Constancy of distributions : asymptotic efficiency of certain nonparametric tests of constancy
Koning, Alex J.
(
contributor
);
Paap, Richard
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702076
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