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~person:"Lux, Thomas"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
~type_genre:"Hochschulschrift"
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Lux, Thomas
Ahrens, Ralf
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Köberl, Eva Maria
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Reif, Magnus
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Sushko, Stepan S.
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Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
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2021
Persistent link: https://www.econbiz.de/10012940057
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Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
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2021
Persistent link: https://www.econbiz.de/10012887751
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The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
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2007
Persistent link: https://www.econbiz.de/10003767966
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