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subject:"Zeitreihenanalyse"
~subject:"Börsenkurs"
~type_genre:"Mehrbändiges Werk"
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Search: subject_exact:"Markovsche Kette"
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Zeitreihenanalyse
Börsenkurs
Markov chain
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Markov-Kette
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Time series analysis
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ARMA model
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Inflation
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Konjunkturtheorie
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1520-1698
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Ghysels, Eric
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Macroeconomic dynamics
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American-type options : stochastic approximation methods
Silvestrov, Dmitrii
-
2015
Persistent link: https://www.econbiz.de/10010236724
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2
Inflation and stock returns, [part] II
Azar, Samih Antoine
- In:
International journal of economics and finance
6
(
2014
)
1
,
pp. 208-216
Persistent link: https://www.econbiz.de/10010237306
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3
Time-series model with periodic stochastic regime switching: Part 2 : Applications to 16th- and 17th-century grain prices
Bac, Catherine
;
Chevet, Jean-Michel
;
Ghysels, Eric
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 21-55
Persistent link: https://www.econbiz.de/10001570829
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4
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
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