Econometric analysis of financial count data and portfolio choice : a dynamic approach
Year of publication: |
2005
|
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Authors: | Rengifo, Erick W. |
Publisher: |
Louvain-la-Neuve : Univ. Catholique de Louvain |
Subject: | Marktmikrostruktur | Market microstructure | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Autokorrelation | Autocorrelation | Statistische Bestandsanalyse | Duration analysis | Multivariate Verteilung | Multivariate distribution | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | VAR-Modell | VAR model | Risikomaß | Risk measure | Theorie | Theory |
Description of contents: | Table of Contents [gbv.de] |
Extent: | 157 S. graph. Darst. |
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Series: | Nouvelle série. - [Wechselnde Verlagsorte], ZDB-ID 1156345-X. - Vol. [N.S.], 472 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
Language: | English |
Thesis: | Louvain-la-Neuve, Univ., Diss., 2005 |
Source: | ECONIS - Online Catalogue of the ZBW |
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