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~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~source:"econis"
~subject:"Stochastischer Prozess"
~type_genre:"Working Paper"
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing
Messow, Philip
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2013
Persistent link: https://www.econbiz.de/10009793512
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2
Testing semiparametric hypotheses in locally stationary processes
Preuß, Philip
;
Vetter, Mathias
;
Dette, Holger
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2011
Persistent link: https://www.econbiz.de/10009153837
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A fluctuation test for constant correlation
Wied, Dominik
;
Arnold, Matthias
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2009
Persistent link: https://www.econbiz.de/10008811389
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