Modeling high dimensional time series for factors driving volatility strings
von Julius Mungo
| Year of publication: |
[ca. 2009]
|
|---|---|
| Authors: | Mungo, Julius |
| Subject: | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Faktorenanalyse | Factor analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | VIII, 126 Bl. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Thesis |
| Language: | English |
| Thesis: | Berlin, Humboldt-Univ., Diss., 2009 |
| Notes: | Zsfassung in dt. und engl. Sprache |
| Classification: | Mathematische Statistik ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003835521