Contributions to short-term financial risk management : volatility in high frequency data, Lévy processes and the dependence of jumps
Oliver Grothe
| Year of publication: |
2008
|
|---|---|
| Authors: | Grothe, Oliver |
| Publisher: |
Münster : Monsenstein und Vannerdat |
| Subject: | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Zeit | Time | Theorie | Theory | Börsenhandel | Lévy-Prozess | Kurzfristige Analyse |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] |
| Extent: | V, 140 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Köln, Univ., Diss., 2008 |
| ISBN: | 978-3-86582-778-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003790958