Volatility and dependence models with applications to U.S. equity markets
by Jingwei Pan, M.Sc.
| Alternative title: | Volatilitäts- und Abhängigkeitsmodelle mit Anwendungen auf den US-Aktienmärkten |
|---|---|
| Year of publication: |
2021
|
| Authors: | Pan, Jingwei |
| Other Persons: | Krüger, Jens (degree supervisor) ; Schiereck, Dirk (degree supervisor) |
| Publisher: |
2021: Darmstadt : Universitäts- und Landesbibliothek |
| Subject: | Volatilität | Volatility | USA | United States | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
freely available
| Extent: | 1 Online-Ressource (circa 202 Seiten) Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Technische Universität Darmstadt, 2021 |
| Other identifiers: | 10.26083/tuprints-00020052 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012805990