Modeling high dimensional time series for factors driving volatility strings
von Julius Mungo
| Year of publication: |
2009
|
|---|---|
| Authors: | Mungo, Julius |
| Subject: | Zeitreihe | Volatilität |
| Extent: | VIII, 126 Bl. : graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Berlin, Humboldt-Univ., Diss., 2009 |
| Notes: | Zsfassung in dt. Sprache |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: |
Persistent link: https://www.econbiz.de/10004944809