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  • Search: subject:"Multivariate Normalverteilung"
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Year of publication
Subject
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Multivariate Normalverteilung 4 Schätzung 3 Estimation 2 Multivariate Analyse 2 Multivariate Verteilung 2 Multivariate analysis 2 Multivariate distribution 2 Probit-Modell 2 Theorie 2 Theory 2 ARCH model 1 ARCH-Modell 1 ARCH-Prozess 1 Abhängigkeit 1 Autocallables 1 Bivariate Verteilung 1 Correlation 1 Currency derivative 1 Derivat 1 Derivative 1 Deutschland 1 EU countries 1 EU-Staaten 1 Econometrics 1 Financial economics 1 Finanzmathematik 1 Futures 1 Germany 1 Gestutzte Verteilung 1 Kapitalmarkttheorie 1 Korrelation 1 Mathematical finance 1 Modellierung 1 Normal distribution 1 Normalverteilung 1 Option pricing theory 1 Optionspreistheorie 1 Ordinale Datenanalyse 1 Probit model 1 Risiko 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 4 Article 1
Type of publication (narrower categories)
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Collection of articles of several authors 2 Graue Literatur 2 Hochschulschrift 2 Non-commercial literature 2 Sammelwerk 2 Thesis 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Dissertation u.a. Prüfungsschriften 1 Working Paper 1
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Language
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English 3 German 1 Undetermined 1
Author
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Auer, Benjamin R. 1 Bermann, Georgina 1 Evers, Corinna 1 Pesaran, Bahram 1 Pesaran, M. Hashem 1 Schuhmacher, Frank 1 Wilhelm, Stefan 1
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Published in...
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Acta Universitatis Upsaliensis / Studia Statistica Upsaliensia 1 CESifo working papers 1 Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung 1
Source
All
ECONIS (ZBW) 4 USB Cologne (EcoSocSci) 1
Showing 1 - 5 of 5
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Contributions to model risk
Evers, Corinna - 2014
Persistent link: https://www.econbiz.de/10010395342
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Mögliche Missverständnisse beim Umgang mit der Normalverteilung
Schuhmacher, Frank; Auer, Benjamin R. - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 43 (2014) 1, pp. 41-44
Persistent link: https://www.econbiz.de/10010232352
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The truncated multivariate normal distribution in finance and econometrics
Wilhelm, Stefan - 2014
Persistent link: https://www.econbiz.de/10010438565
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Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003499671
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Estimation and inference in bivariate and multivariate ordinal probit models
Bermann, Georgina - 1993
Persistent link: https://www.econbiz.de/10004159730
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