Titlebook: Applied Quantitative Finance; Theory and Computati Wolfgang H?rdle,Torsten Kleinow,Gerhard Stahl Book 20021st edition Springer-Verlag Berli

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Eelgrass Wax and Wane: A Case Studygeophysics by authors such as Heyman, Tabatabai and Lakshman (1991), Hurst (1951), Jones and Briffa (1992), Leland, Taqqu, Willinger and Wilson (1993) and Peters (1994). It has a long history in economics and finance, and has remained a topic of active research in the study of financial time series,

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Human Intervention in the SW Delta, we select on-line the largest sample of the most recent observations, such that the model is not rejected. Assume for example that the data can be well fitted by a regression, an autoregression or even by a constant in an unknown interval. The main problem is then to detect the time interval where

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Long Memory Effects Trading Strategygeophysics by authors such as Heyman, Tabatabai and Lakshman (1991), Hurst (1951), Jones and Briffa (1992), Leland, Taqqu, Willinger and Wilson (1993) and Peters (1994). It has a long history in economics and finance, and has remained a topic of active research in the study of financial time series, Beran (1994).

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Quantification of Spread Risk by Means of Historical Simulationssets and a riskless benchmark curve, is a challenge for any financial institution seeking to estimate the amount of economic capital utilized by trading and treasury activities. With the help of standard tools this contribution investigates some of the characteristic features of yield spread time s

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