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~subject:"Börsenkurs"
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Statistics for copula-based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
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2011
Persistent link: https://www.econbiz.de/10009125241
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Multivariate maximum entropy densities applied for multivariate analysis of financial time series
Gao, Yang
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2014
-
1. Aufl.
Persistent link: https://www.econbiz.de/10010383443
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3
Modeling and forecasting of multivariate stock market volatility
Gribisch, Bastian
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2012
Persistent link: https://www.econbiz.de/10009714192
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4
Asset allocation, multivariate position based trading, and the stylized facts
Pape, Bernd
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2007
Persistent link: https://www.econbiz.de/10003610753
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5
Essays on financial econometrics
Marcucci, Juri
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2005
Persistent link: https://www.econbiz.de/10003384566
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6
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy
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2002
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Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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