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~subject:"Scientific modelling"
~subject:"Theorie"
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Search: subject_exact:"Financial econometrics"
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Essays in financial econometrics and spillover estimation
Hipp, Ruben
-
2019
Persistent link: https://www.econbiz.de/10012104831
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2
Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax
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2018
Persistent link: https://www.econbiz.de/10011818780
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3
Dependence modeling with applications in financial econometrics
Kurz, Malte Simon
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2018
Persistent link: https://www.econbiz.de/10012164590
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4
Rough continuous-time processes : theory and applications
Bennedsen, Mikkel
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2017
Persistent link: https://www.econbiz.de/10011817834
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5
Quantilbasierte Wertsicherungsstrategien mit Futures
Pekelis, Alexandr
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2018
Persistent link: https://www.econbiz.de/10012002196
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6
Essays on quantitative finance in the context of statistical arbitrage
Stübinger, Johannes
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2018
Persistent link: https://www.econbiz.de/10011861534
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7
Conditional variance modeling of financial time series : essays on advances and applications to commodity and foreign exchange markets
Klein, Tony
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2017
Persistent link: https://www.econbiz.de/10011875561
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8
Essays on statistical arbitrage
Krauss, Christopher
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2016
Persistent link: https://www.econbiz.de/10011499659
Saved in:
9
Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard
-
2015
Persistent link: https://www.econbiz.de/10011433554
Saved in:
10
Essays in financial econometrics
Xiu, Dacheng
-
2011
Persistent link: https://www.econbiz.de/10011950727
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