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subject:"Börsenkurs"
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Search: subject_exact:"Linear algebra"
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Börsenkurs
Lineare Algebra
456
Linear algebra
371
Theorie
225
Theory
225
Correlation
73
Korrelation
73
Schätztheorie
73
Estimation theory
71
Mathematik
49
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48
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48
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39
Mathematische Optimierung
39
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37
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30
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25
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25
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25
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24
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24
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23
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23
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23
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23
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20
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20
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18
Markov-Kette
16
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15
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13
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13
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13
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13
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13
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12
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10
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10
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9
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Rosenow, Bernd
2
Bahadur, Jainendra
1
Banerjee, Arjun
1
Casillas González, Juan Martín
1
Deo, Nivedita
1
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1
Drożdż, S.
1
Ghosh, Sayantan
1
Gopikrishnan, P.
1
Grümmer, F.
1
Hartz, Christoph
1
Kumar, Sunil
1
Manimaran, P.
1
Neamtu, Mihaela
1
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1
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1
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1
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Econophysics of systemic risk and network dynamics : [Econophys-Kolkata VI Conference]
2
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
2
Australian School of Business working paper : Australian School of Business research paper
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Modern economy
1
Quantitative Wirtschaftsforschung
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1
A discrete-delay dynamic model for the stock market
Dobrescu, Loretti
;
Neamtu, Mihaela
;
Opris, Dumitru
-
2012
Persistent link: https://www.econbiz.de/10009679119
Saved in:
2
Random matrix approach to correlation matrix of financial data : (Mexican stock market case)
Casillas González, Juan Martín
;
Torres, Antonio Alatorre
- In:
Modern economy
6
(
2015
)
9
,
pp. 1033-1042
Persistent link: https://www.econbiz.de/10011441589
Saved in:
3
Characterizing price index behavior through fluctuation dynamics
Panigrahi, Prasanta K.
;
Ghosh, Sayantan
;
Banerjee, Arjun
; …
- In:
Econophysics of systemic risk and network dynamics : …
,
(pp. 287-295)
.
2013
Persistent link: https://www.econbiz.de/10010211787
Saved in:
4
Analyzing crisis in global financial indices
Kumar, Sunil
;
Deo, Nivedita
- In:
Econophysics of systemic risk and network dynamics : …
,
(pp. 261-275)
.
2013
Persistent link: https://www.econbiz.de/10010211797
Saved in:
5
Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory
Rosenow, Bernd
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 279-302
Persistent link: https://www.econbiz.de/10003622775
Saved in:
6
α-stable [Alpha-stable] random vectors with time varying spectral measure and applications to financial time series analysis
Hartz, Christoph
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003716514
Saved in:
7
Random matrix theory and cross-correlations of stock prices
Rosenow, B.
;
Gopikrishnan, P.
;
Plerou, V.
;
Stanley, H. E.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [27]-34)
.
2002
Persistent link: https://www.econbiz.de/10001679223
Saved in:
8
Dynamics of correlations in the stock market
Drożdż, S.
;
Grümmer, F.
;
Ruf, François
;
Speth, J.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [41]-50)
.
2002
Persistent link: https://www.econbiz.de/10001679227
Saved in:
9
Application of random matrix theory to study cross-correlations of stock prices
Rosenow, Bernd
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 399-403
Persistent link: https://www.econbiz.de/10001522893
Saved in:
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