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~subject:"Actuarial mathematics"
~subject:"1953-1990"
~subject:"Volatilität"
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Search: person:"Mikosch, Thomas"
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Actuarial mathematics
1953-1990
Volatilität
Theorie
8
Theory
8
Estimation theory
6
Schätztheorie
6
Stochastic process
5
Stochastischer Prozess
5
ARCH model
4
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4
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4
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4
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4
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expectations hypothesis
4
heavy tails
4
long range dependence
4
regression estimators
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Finanzmathematik
3
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3
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change point
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sample autocorrelation
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English
6
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Mikosch, Thomas
6
Davis, Richard A.
3
Starica, Catalin
2
Andersen, Torben
1
Davis, Richard Alan
1
Kreiß, Jens-Peter
1
Published in...
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Handbook of financial time series
2
The review of economics and statistics
1
Universitext
1
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
1
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ECONIS (ZBW)
6
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1
Handbook of financial time series
Andersen, Torben
(
ed.
);
Davis, Richard A.
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003494231
Saved in:
2
Stock market risk-return inference : an unconditional non-parametric approach
Mikosch, Thomas
;
Starica, Catalin
-
2005
Persistent link: https://www.econbiz.de/10002789961
Saved in:
3
Probabilistic properties of stochastic volatility models
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 255-267)
.
2009
Persistent link: https://www.econbiz.de/10003833954
Saved in:
4
Extremes of stochastic volatility models
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 355-364)
.
2009
Persistent link: https://www.econbiz.de/10003833971
Saved in:
5
Non-life insurance mathematics : an introduction with the Poisson process
Mikosch, Thomas
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003779944
Saved in:
6
Nonstationarities in financial time series, the long-range dependence, and the IGARCH effects
Mikosch, Thomas
;
Starica, Catalin
- In:
The review of economics and statistics
86
(
2004
)
1
,
pp. 378-390
Persistent link: https://www.econbiz.de/10002018201
Saved in:
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