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~institution:"Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>"
~subject:"Seasonal variations"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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Search: subject_exact:"Trend-cycle estimation"
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
National Bureau of Economic Research
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Lyapunov exponent for stochastic time series
Busse, Anja M.
(
contributor
);
Weihs, Claus
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002141497
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Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing
Dette, Holger
(
contributor
);
Podolskij, Mark
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142062
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