The dynamics of multivariate financial returns : a non-stationary, nonparametric regression approach
von Ronald Rauh
| Year of publication: |
2013
|
|---|---|
| Authors: | Rauh, Ronald |
| Subject: | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Welt | World |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XXX, 236 S. graph. Darst. 30 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Braunschweig, Techn. Univ., Diss., 2013 |
| Notes: | Zusammenfassung in dt. Sprache |
| Classification: | Investition, Finanzierung ; Banken, Versicherungen |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010237139