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~subject:"Capital income"
~subject:"Kointegration"
~subject:"Zustandsraummodell"
~type_genre:"Sammlung"
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Search: subject_exact:"Trend estimation"
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GARCH(1, 1) at small sample size and pairs trading with cointegration
Leong, Wei Ruen
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2018
Persistent link: https://www.econbiz.de/10011994459
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2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
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2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
3
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
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2018
Persistent link: https://www.econbiz.de/10012197752
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4
Essays on fractional filters and co-integration
Carlini, Federico
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2017
Persistent link: https://www.econbiz.de/10011818419
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5
On factor analysis with long-range dependence
Rodríguez Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011817415
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6
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
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7
Three essays on predictability and seasonality in the cross-section of stock returns
Bogousslavsky, Vincent
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2017
Persistent link: https://www.econbiz.de/10011903110
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8
Three essays on challenges in international trade and finance
Lindenberg, Nannette
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2011
Persistent link: https://www.econbiz.de/10009554661
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9
Back on the map : essays on financial markets in the Baltic States
Soultanaeva, Albina
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2011
Persistent link: https://www.econbiz.de/10008807364
Saved in:
10
Essays on Bayesian model averaging using economic time series
Kleijn, Richard Hugo
-
2016
Persistent link: https://www.econbiz.de/10011415305
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