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type_genre:"Kongress"
type_genre:"No longer published / No longer aquired"
~subject:"Optionspreistheorie"
~subject:"Zeitreihenanalyse"
~type_genre:"Forschungsbericht"
~type_genre:"Mehrbändiges Werk"
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Optionspreistheorie
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
24
Discussion paper / B
19
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
10
Berichte des Fraunhofer ITWM
6
Lecture notes in economics and mathematical systems : LNEMS
5
Working paper / Department of Econometrics and Business Statistics, Monash University
3
An Elgar reference collection
2
CORE discussion paper : DP
2
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2
International journal of theoretical and applied finance
2
Macroeconomic dynamics
2
... World congress of the Econometric Society
1
Arbeitspapiere zur mathematischen Wirtschaftsforschung
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Aspects of tourism
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Journal of energy finance & development
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Notes d'études et de recherche / Banque de France, Direction Générale des Etudes
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The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
1
The International library of critical writings in econometrics
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The international library of critical writings in econometrics
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The journal of computational finance
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ECONIS (ZBW)
101
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1
ML-estimation of time series
Singer, Hermann
-
2009
Persistent link: https://www.econbiz.de/10003876981
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2
Incorporating a tracking signal into state space models for exponential smoothing
Snyder, Ralph D.
;
Koehler, Anne B.
-
2006
Persistent link: https://www.econbiz.de/10003365310
Saved in:
3
NP-optimal kernels for nonparametric sequential detection rules
Steland, Ansgar
-
2004
Persistent link: https://www.econbiz.de/10001982538
Saved in:
4
Special issue: Quantitative methods in financial and insurance mathematics
2011
Persistent link: https://www.econbiz.de/10009575512
Saved in:
5
Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009688311
Saved in:
6
Calibrating and completing the volatility cube in the SABR model
Dimitroff, Georgi
;
Kock, Johan de
-
2011
Persistent link: https://www.econbiz.de/10009688312
Saved in:
7
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
Saved in:
8
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
Saved in:
9
Robust filtering of time series with trends
Fried, Roland
-
2003
Persistent link: https://www.econbiz.de/10001813634
Saved in:
10
Latent variable analysis and partial correlation graphs for multivariate time series
Fried, Roland
;
Didelez, Vanessa
-
2003
Persistent link: https://www.econbiz.de/10001788629
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