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subject:"Volatility"
~person:"Sibbertsen, Philipp"
~type_genre:"Hochschulschrift"
~type_genre:"Rezension"
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Volatility
Time series analysis
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Zeitreihenanalyse
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Theorie
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Theory
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Cointegration
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Kointegration
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Estimation
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Forecasting model
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Nichtlineare Regression
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Robust statistics
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Schätzung
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Volatilität
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ARMA model
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ARMA-Modell
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Additive Outliers
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Analysis of variance
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Asymptotik
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Ausreißer <Statistik>
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Börsenkurs
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Capital income
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Change in Persistence
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Deutschland
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Estimation theory
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Fractional Cointegration
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Fraktionale Kointegration
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Germany
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High-Frequency Data
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Induktive Statistik
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Inferenzstatistik
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Sibbertsen, Philipp
Lux, Thomas
4
Heid, Frank
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Peitz, Christian
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Prokopczuk, Marcel
2
Sushko, Stepan S.
2
Ahoniemi, Katja
1
Anderson, Gordon
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Batzlen, Stefan
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Becker, Janis
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Behrendt, Simon
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Benvenuti, Francesco
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Brochu, Stephen M.
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Cavaliere, Giuseppe
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Chen, An-sing
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Chen, Wenjuan
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Dierkes, Maik
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Dimpfl, Thomas
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Din, Tarek Mohy el
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Ding, Zhuanxin
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El Din, Tarek Mohy
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ElFayoumi, Khalid
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Elsner, Jürgen
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Gläsner, Sebastian Michael
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Grothe, Oliver
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Hafner, Christian M.
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Hagerud, Gustaf E.
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Hardiyanto, Antonius Viva
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Harvey, Andrew C.
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Hassler, Uwe
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Heigermoser, Maximilian
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Ivanovas, Anselm
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Kaiser, Thomas
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Kanatas, George
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Kreuzer, Alexander
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Lee, Hwa Taek
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Leschinski, Christian Hendrik
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Lit, Rutger
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Liu, Ming
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Gottfried Wilhelm Leibniz Universität Hannover
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ECONIS (ZBW)
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Essays on financial time series with a focus on high-frequency data
Becker, Janis
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2020
Persistent link: https://www.econbiz.de/10012225306
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Essays on long memory time series
Leschinski, Christian Hendrik
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2016
Persistent link: https://www.econbiz.de/10011559565
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