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Monte Carlo simulation of boundary crossing probabilities with applications to finance and statistics
Gür, Sercan
-
2019
Persistent link: https://www.econbiz.de/10012197036
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2
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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3
Essays on robust long memory inference
Will, Michael Wolfgang
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2018
Persistent link: https://www.econbiz.de/10012123519
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4
Monte Carlo analysis of time-varying parameter models with stochastic volatility
Turatti, Douglas Eduardo
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2018
Persistent link: https://www.econbiz.de/10011947781
Saved in:
5
Measuring and forecasting financial market volatility using high-frequency data
Bannouh, Karim
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2013
Persistent link: https://www.econbiz.de/10009707692
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6
Bayesian analysis of latent variable models in finance
Barra, István
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2016
Persistent link: https://www.econbiz.de/10011534212
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7
Essays on Monte Carlo methods for state space models
Scharth, Marcel
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2012
Persistent link: https://www.econbiz.de/10009713472
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8
Issues of incompleteness, outliers and asymptotics in high-dimensional data
Karlsson, Peter S.
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2011
Persistent link: https://www.econbiz.de/10008988373
Saved in:
9
The labour income risk associated with the occupational choice
Heimann, Thorsten
-
2009
Persistent link: https://www.econbiz.de/10004931270
Saved in:
10
Simulation von Schluss-, Minimal- und Maximalwerten spezieller Preisprozesse mit Anwendungen in der Optionsbewertung
Becker, Martin
-
2008
Persistent link: https://www.econbiz.de/10004924610
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