Dynamic mixture models for financial time series
Markus Haas
| Year of publication: |
2004 ; 1. Aufl.
|
|---|---|
| Authors: | Haas, Markus |
| Published in: |
Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie. - Berlin : Pro Business.
|
| Publisher: |
Berlin : Pro Business |
| Subject: | Wechselkursänderung | Zeitreihenanalyse | GARCH-Prozess | Hidden-Markov-Modell | Aktienrendite |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | 204 S. : graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zugl: Kiel, Univ., Diss., 2004 |
| ISBN: | 3-938262-07-9 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Währung |
| Source: |
Persistent link: https://www.econbiz.de/10004913053