Verteilungsmodelle und Risikomaße für Minimalrenditen
Mihnea-Stefan Mihai
| Year of publication: |
2005
|
|---|---|
| Authors: | Mihai, Mihnea-Stefan |
| Publisher: |
Aachen : Shaker |
| Subject: | Börsenkurs | Share price | Risiko | Risk | Rendite | Yield | Stochastischer Prozess | Stochastic process | Theorie | Theory | Statistische Verteilung | Statistical distribution | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Aktienrendite | Aktienmarkt | Value at Risk | Volatilität | GARCH-Prozess |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] |
| Extent: | IV, 139 S graph. Darst 210 mm x 148 mm, 218 gr. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | German |
| Thesis: | Zugl.: Saarbrücken, Univ., Diss., 2004 |
| Notes: | kart. : EUR 45.80, sfr 91.60 |
| ISBN: | 3-8322-4211-2 |
| Classification: | Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002948930