Dynamic asset pricing models with nonparametric expectations
von Peter Woehrmann
| Year of publication: |
2002
|
|---|---|
| Authors: | Wöhrmann, Peter |
| Publisher: |
Marburg : Tectum-Verl. |
| Subject: | Maximum Sphere Inference | Börsenkurs | Share price | Aktienmarkt | Stock market | Real-Business-Cycle-Theorie | Real business cycle model | Nichtparametrisches Verfahren | Nonparametric statistics | Erwartungsbildung | Expectation formation | Theorie | Theory | Finanzmarkt | Financial market | Marktmikrostruktur | Market microstructure | Auktionstheorie | Auction theory | Stochastischer Prozess | Stochastic process | Entropie | Entropy |
| Description of contents: | Table of Contents [external.dandelon.com] |
| Extent: | 102 S graph. Darst 21 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Bielefeld, Univ., Diss, 2001 |
| ISBN: | 3-8288-8374-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001665121