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~isPartOf:"Akademische Abhandlungen zur Mathematik"
~isPartOf:"Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society"
~isPartOf:"Quantitative finance and economics"
~person:"Sibbertsen, Philipp"
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Akademische Abhandlungen zur Mathematik
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
Quantitative finance and economics
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
47
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45
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Leibniz Universität Hannover - Wirtschaftswissenschaftliche Fakultät - Diskussionspapiere
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Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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Long memory vs. structural change in financial time series
Krämer, Walter
;
Sibbertsen, Philipp
;
Kleiber, Christian
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10001650471
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2
Robuste Parameterschätzung im linearen Regressionsmodell bei Fehlertermen mit langem Gedächtnis
Sibbertsen, Philipp
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001364375
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3
The memory of volatility
Wenger, Kai R.
;
Leschinski, Christian H.
;
Sibbertsen, …
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 137-159
Persistent link: https://www.econbiz.de/10012137903
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