Risultato ricerca
Nonlinear Modelling of High Frequency Financial Time Series
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Estimating the Variance Parameter From Noisy High Frequency Financial Data (Classic Reprint)
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Estimating the Variance Parameter From Noisy High Frequency Financial Data (Classic Reprint)
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Estimating the Covariance Matrix From Unsynchronized High Frequency Financial Data (Classic Reprint)
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Forecasting Foreign Exchange Rates Subject to De-Volatilization (Classic Reprint)
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Copertina rigida
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A Sequential Approach of Estimating Two-Factor Interactions
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Copertina rigida
Fr. 41.90
Estimating the Covariance Matrix From Unsynchronized High Frequency Financial Data
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Tascabile
Fr. 23.40
High Frequency Data and Volatility in Foreign Exchange Rates
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Copertina rigida
Fr. 41.90
Dynamic Isolation Technologies in Negative Pressure Isolation Wards
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Copertina rigida
Fr. 70.00
Influences of Electric Vehicles on Power System and Key Technologies of Vehicle-to-Grid
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01.01.2018
Tascabile
Fr. 147.00
Dynamic Isolation Technologies in Negative Pressure Isolation Wards
Inglese
31.12.2018
Tascabile
Fr. 70.00
Influences of Electric Vehicles on Power System and Key Technologies of Vehicle-to-Grid
Inglese
01.01.2016
Copertina rigida
Fr. 147.00
Forecasting Foreign Exchange Rates Subject to De-Volatilization (Classic Reprint)
Inglese
01.01.2017
Copertina rigida
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