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  • Search: subject:"efficient Monte Carlo likelihood"
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310 Statistik 1 Bedingtes Faktormodell 1 Branchenportfolios 1 Conditional Factor Model 1 EGCM 100 1 EGCP 200 1 EJBB 840 1 Economics and Management Science 1 Efficient Monte Carlo Likelihood 1 Financial Time Series 1 Finanzzeitreihen 1 Gaussian State Space Model 1 Gauß'sche Zustandsraummodelle 1 Industry Portfolios 1 Kalman Filter 1 LCB 000 1 LCB 405 1 Markov Regime Switching 1 Stochastic Volatility 1 Stochastische Volatilität 1 Time-Varying Beta Risk 1 Zeitvariable Betas 1
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Free 1
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English 1
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Mergner, Sascha 1
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BASE 1
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Applications of Advanced Time Series Models to Analyze the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Industry Portfolios ; Anwendungen moderner Zeitreihenverfahren zur Analyse zeitvariabler Zusammenhänge zwischen gesamtwirtschaftlichen Entwicklungen, Fundamentaldaten und europäischen Branchenportfolios
Mergner, Sascha - 2008
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