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Klassifikation und Analyse finanzwirtschaftlicher Zeitreihen mit Hilfe von fraktalen Brownschen Bewegungen
Hafner, Michael
-
2005
Persistent link: https://www.econbiz.de/10004146651
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2
Partielle und simultane Prüfung auf
Autokorrelation
und Heteroskedastizität der Störvariablen im linearen Regressionsmodell
Bährens, Henning
-
1992
Persistent link: https://www.econbiz.de/10004230522
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3
Prognosen bei AR-Prozessen mit Ausreißern
Elsebach-Schwartz, Regina
-
1993
Persistent link: https://www.econbiz.de/10004158207
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4
Vector autoregressions and common trends in macro and financial economics
Warne, Anders
-
1990
Persistent link: https://www.econbiz.de/10004092497
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5
Pruefung auf
Autokorrelation
der Stoervariablen in linearen Regressionsmodellen mit verzoegerten endogenen Variablen als Regressoren : e. vergleichende Studie
Ahlborn, Wilfried
-
1982
Persistent link: https://www.econbiz.de/10004048325
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6
Parameterschätzung in interdependenten, dynamischen ökonometrischen Gleichungssystemen mit autokorrelierten Störvariablen : eine Monte-Carlo-Studie
Freimann, Karsten-Dietmar
-
1984
Persistent link: https://www.econbiz.de/10004018439
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7
Wirtschaftliches Wachstum bei erschöpfbaren Ressourcen
Beckmann, Martin J.
-
1975
Persistent link: https://www.econbiz.de/10004020692
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8
In search of distress risk
Campbell, John Y.
;
Hilscher, Jens
;
Szilagyi, Jan
-
2005
Persistent link: https://www.econbiz.de/10004863475
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9
Performance und Bewertung von Immobilienportfolios
Eckmann Urbanski, Carmen
-
2005
Persistent link: https://www.econbiz.de/10004832109
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10
Capital ideas : the improbable origins of modern Wall Street
Bernstein, Peter L.
-
2005
Persistent link: https://www.econbiz.de/10004835857
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