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~subject:"Theorie"
~type_genre:"Forschungsbericht"
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
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2003
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Revision
Persistent link: https://www.econbiz.de/10001813124
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2
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
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2003
Persistent link: https://www.econbiz.de/10001813592
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3
HY-A-PARCH : a stationary A-PARCH model with long memory
Schoffer, Olaf
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2003
Persistent link: https://www.econbiz.de/10001916069
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4
Statistische Besonderheiten von Finanzmarktdaten
Krämer, Walter
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2000
Persistent link: https://www.econbiz.de/10001574290
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5
Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?
Schoffer, Olaf
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2000
Persistent link: https://www.econbiz.de/10001575009
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6
Locally adaptive estimation methods with application to univariate time series
Elagin, Mstislav
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2008
Persistent link: https://www.econbiz.de/10003809691
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7
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
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2008
Persistent link: https://www.econbiz.de/10003805435
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8
Dynamic nonparametric filtering with application to finance
Cheng, Ming-Yen
;
Fan, Jianqing
;
Spokojnyj, Vladimir G.
-
2003
Persistent link: https://www.econbiz.de/10001790237
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9
Finance and economic growth : a review of theory and the available evidence
Thiel, Michael
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2001
Persistent link: https://www.econbiz.de/10013421168
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Evolution of trading strategies
Güth, Sandra
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1998
Persistent link: https://www.econbiz.de/10013385326
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