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~subject:"ARCH model"
~type_genre:"Bibliography included"
~type_genre:"Thesis"
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Nichtlineare Regression
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Diagnostic tests based on quantile residuals for nonlinear time series models
Kalliovirta, Leena
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2009
Persistent link: https://www.econbiz.de/10003885269
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2
Bayesian estimation of single-regime and regime-switching GARCH models : applications to financial risk management
Ardia, David
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2008
Persistent link: https://www.econbiz.de/10003855637
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3
Nonparametric estimation of nonlinear ARMA and GARCH processes
Holzberger, Harriet
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2001
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Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001619528
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4
Essays on financial models
Amilon, Henrik
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2000
Persistent link: https://www.econbiz.de/10001534304
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5
Die Theorie nichtlinearer Prozesse und ihre Bedeutung für die Bewertung von Aktienoptionen
Willems, Guido
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1999
Persistent link: https://www.econbiz.de/10001424894
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6
Modelling nonlinearities in the German stock market
Robé, Sophie
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1999
Persistent link: https://www.econbiz.de/10001356393
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