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Year of publication
Subject
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ARCH model 1 ARCH-Modell 1 Add in 1 Add-In Lösungen 1 Add-In solutions 1 Applications in Client/Server Systems 1 C <Programmiersprache> 1 C++ 1 CAPM 1 Component Architectures for Computational Statistcs 1 Copula 1 Correlation 1 Correlation adjustment add-in 1 Correlation matrix decomposition 1 Dynamic correlation 1 EXCEL 1 Estimation 1 Estimation theory 1 Exchange rate 1 Finanzmathematik 1 Foreign exchange 1 Komponenten Architekturen für Computergestützte Statistik 1 Korrelation 1 Multivariate Analyse 1 Multivariate GARCH 1 Multivariate Verteilung 1 Multivariate analysis 1 Multivariate distribution 1 Praktischer Einsatz in Client/Server Systemen 1 Schätztheorie 1 Schätzung 1 Spreadsheets 1 Statistik 1 Tabellenkalkulationen 1 Time series analysis 1 VBA 1 VisualBASIC für Applikationen 1 Volatility 1 Volatilität 1 Wechselkurs 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 3 Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1 Thesis 1
Language
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English 3 Undetermined 1
Author
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Aydinli, Gökhan 1 Castilla, Pedro F. 1 Dalton, Steve 1 Härdle, Wolfgang 1 Rönz, Bernd 1 Shiraya, Kenichiro 1 Suzuki, Kanji 1 Velez-Pareja, Ignacio 1 Yamakami, Tomohisa 1 Ávila, Pedro Fabián Castilla 1
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Institution
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MASTER CONSULTORES 1
Published in...
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PROYECCIONES FINANCIERAS Y VALORACION 1 Quantitative finance 1
Source
All
BASE 1 ECONIS (ZBW) 1 RePEc 1 USB Cologne (EcoSocSci) 1
Showing 1 - 4 of 4
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New approaches of the multivariate GARCH residual : application to foreign exchange rates
Shiraya, Kenichiro; Suzuki, Kanji; Yamakami, Tomohisa - In: Quantitative finance 25 (2025) 9, pp. 1461-1483
Persistent link: https://www.econbiz.de/10015534201
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Optimal Portfolio Selection: A Note with a VBA Solution
Velez-Pareja, Ignacio; Ávila, Pedro Fabián Castilla; … - MASTER CONSULTORES - 2012
the portfolio is obtained manually" and how to use the add-in developed showing the efficient frontier in the example. " …
Persistent link: https://www.econbiz.de/10010762986
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COMponent-based Statistical Computing
Aydinli, Gökhan - 2004
presents an add-in based solution building on Microsoft’s COM technology which aims to fulfil these requirements. We will argue … spreadsheets as suitable frontends for add-in based statistical systems. … Interaktivität und Reproduzierbarkeit wünschenswert. Im Rahmen dieser Arbeit wird eine Add-in basierte Lösung vorgestellt, die auf …
Persistent link: https://www.econbiz.de/10009467196
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Financial applications using Excel add-in development in C/C++
Dalton, Steve - 2007 - 2. ed.
Persistent link: https://www.econbiz.de/10004894122
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