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~isPartOf:"Annals of economics and statistics"
~isPartOf:"Applied economics"
~isPartOf:"Wirtschafts- und Sozialwissenschaften"
~subject:"Estimation"
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Trading by estimating the quantized forward distribution
Ceffer, Attila
;
Fogarasi, Norbert
;
Levendovszky, Janos
- In:
Applied economics
50
(
2018
)
59
,
pp. 6397-6405
Persistent link: https://www.econbiz.de/10012063433
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2
Tests of the constancy of conditional correlations of unknown functional form in multivariate GARCH models
Péguin-Feissolle, Anne
;
Sanhaji, Bilel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 77-101
Persistent link: https://www.econbiz.de/10011592735
Saved in:
3
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael
-
2004
Persistent link: https://www.econbiz.de/10002392690
Saved in:
4
Value-at-Risk-Schätzung mit Gauß'schen Mischverteilungen und künstlichen neuronalen Netzen
Prinzler, Ralf
-
2001
Persistent link: https://www.econbiz.de/10001583953
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