Modelle mit generalisierter bedingter autoregressiver Heteroskedastie und Anwendungen in der Kapitalmarkttheorie
vorgelegt von Jens-Christian Oelker
| Year of publication: |
2004
|
|---|---|
| Other Persons: | Oelker, Jens-Christian (contributor) |
| Subject: | Kapitalmarkttheorie | Financial economics | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Theorie | Theory | GARCH-Prozess | Hidden-Markov-Modell |
| Extent: | Online-Ressource, XIII, 237 S. = 3575 Kb, Text graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | German |
| Thesis: | Berlin, Techn. Univ., Diss., 2004 |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002102999