Modellierung von Kapitalmarktrenditen mittels asymmetrischer GARCH-Modelle
vorgelegt von Olaf Schoffer
| Year of publication: |
2003
|
|---|---|
| Other Persons: | Schoffer, Olaf (contributor) |
| Subject: | Finanzmarkt | Financial market | Rendite | Yield | ARCH-Modell | ARCH model | Theorie | Theory | Aktienrendite | Volatilität | GARCH-Prozess |
freely available
| Extent: | 79, XIII p. = 1,3 MB, text ill |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | German |
| Thesis: | Dortmund, Univ., Diss., 2003 |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001790263