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~person:"Hansen, Christian Bailey"
~person:"Kaltofen, Daniel"
~person:"Lee, Sangyeol"
~type_genre:"Aufsatz im Buch"
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Structural breaks of CAPM-type market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Khemmanant Khamthong
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 111-134)
.
2017
Persistent link: https://www.econbiz.de/10011801139
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2
Quantile forecasting of PM10 data in Korea based on time series models
Xu, Yingshi
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 587-598)
.
2017
Persistent link: https://www.econbiz.de/10011801991
Saved in:
3
Inference for high-dimensional sparse econometric models
Belloni, Alexandre
;
Chernozhukov, Victor
;
Hansen, …
-
2013
Persistent link: https://www.econbiz.de/10010247741
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4
Modellierung eines Risikofrüherkennungssystems für das Kreditgeschäft mit mittelständischen Firmenkunden
Kaltofen, Daniel
;
Möllenbeck, Markus
;
Stein, Stefan
- In:
Brennpunkt Kreditgeschäft
,
(pp. 161-174)
.
2004
Persistent link: https://www.econbiz.de/10003390168
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5
Risiokofrüherkennungssysteme für KMU - Effizienzvergleich zwischen Diskriminanzanalyse und logistischer Regression
Kaltofen, Daniel
;
Möllenbeck, Markus
;
Stein, Stefan
- In:
Unternehmensbewertung und Basel II in kleinen und …
,
(pp. 59-83)
.
2003
Persistent link: https://www.econbiz.de/10001759657
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