Contributions to short-term financial risk management : volatility in high frequency data, Lévy processes and the dependence of jumps
Year of publication: |
2008
|
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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] |
Extent: | V, 140 S. graph. Darst. |
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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 |
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