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Statistical inference in multifractal random walk models for financial time series [electronic resource] / Cristina Sattarhoff. by Series: Volkswirtschaftliche Analysen ; Bd. 18
Publication details: Frankfurt am Main ; New York : Peter Lang, 2011
Dissertation note: Dissertation--Hamburg Univ., 2010.
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Econometric modeling perspectives [electronic resource] / Marco Bee ... [et at.]. by Series: Novinka (Series)
Publication details: New York : Nova Science Publishers, Inc., c2008
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Growth curve modeling : theory and applications / Michael J. Panik. by Publisher: Hoboken, New Jersey : John Wiley & Sons, Inc., 2014Copyright date: �2014
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Basic data analysis for time series with R / DeWayne R. Derryberry. by Publisher: Hoboken, New Jersey : Wiley, 2014Copyright date: �2014
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Dynamic models for volatility and heavy tails : with applications to financial and economic time series / Andrew C. Harvey. by Series: Econometric Society monographs ; 52.Publisher: Cambridge : Cambridge University Press, 2013
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  • Dynamic Models for Volatility & Heavy Tails
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