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  • Search: subject:"Student Processes"
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Year of publication
Subject
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Bayes-Statistik 1 Bayesian inference 1 Bayesian nonparametric 1 Gaussian processes 1 Hyperbolic Distributions 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Renormalization Group 1 Stochastic process 1 Stochastischer Prozess 1 Student Processes 1 Student processes 1 Students 1 Studierende 1 Stylized Facts 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1 stylized facts 1
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Online availability
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Free 2
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Challet, Damien 1 Ionescu, Stefan 1 Opincariu, Sorin 1 Peirano, Pier Paolo 1 Ruxanda, Gheorghe 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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MPRA Paper 1 Romanian journal of economic forecasting 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Modelling non-stationary financial time series with input warped student t-processes
Ruxanda, Gheorghe; Opincariu, Sorin; Ionescu, Stefan - In: Romanian journal of economic forecasting 22 (2019) 3, pp. 51-61
Persistent link: https://www.econbiz.de/10012420475
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The ups and downs of the renormalization group applied to financial time series
Challet, Damien; Peirano, Pier Paolo - Volkswirtschaftliche Fakultät, … - 2008
Starting from inhomogeneous time scaling and linear decorrelation between successive price returns, Baldovin and Stella recently devised a model describing the time evolution of a financial index. We first make it fully explicit by using Student distributions instead of power law-truncated Levy...
Persistent link: https://www.econbiz.de/10005014954
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