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subject:"Wechselkurs"
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~subject:"Nichtparametrisches Verfahren"
~subject:"Nonparametric statistics"
~subject:"Stock market"
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Search: subject_exact:"ARIMA-Modell"
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Wechselkurs
Nichtparametrisches Verfahren
Nonparametric statistics
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Beran, Jan
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Iterative plug-in algorithms for SEMIFAR models
Beran, Jan
;
Feng, Yuanhua
-
2001
Persistent link: https://www.econbiz.de/10001672564
Saved in:
2
Detailed simulation results
Beran, Jan
;
Feng, Yuanhua
-
2001
Persistent link: https://www.econbiz.de/10001672848
Saved in:
3
Data-driven estimation of semiparametric fractional autoregressive models
Beran, Jan
;
Feng, Yuanhua
-
2000
Persistent link: https://www.econbiz.de/10001485225
Saved in:
4
SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan
;
Ocker, Dirk
-
1999
Persistent link: https://www.econbiz.de/10001387125
Saved in:
5
SEMIFAR models : a semiparametric framework for modelling trends, long range dependence and nonstationarity
Beran, Jan
-
1999
Persistent link: https://www.econbiz.de/10001387131
Saved in:
6
SEMIFAR models, with applications to commodities, exchange rates and the volatility of stock market indices
Beran, Jan
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001387141
Saved in:
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