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~person:"Laitenberger, Jörg"
~person:"Schuhr, Roland"
~person:"Stolzke, Ulf A."
~source:"econis"
~subject:"Commodity derivative"
~subject:"Öffentliche Anleihe"
~type_genre:"Hochschulschrift"
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Commodity derivative
Öffentliche Anleihe
ARMA-Modell
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Laitenberger, Jörg
Schuhr, Roland
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Lau, Christian
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Europäische Hochschulschriften / 5
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ECONIS (ZBW)
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Non-normality in financial markets and the measurement of risk
Lau, Christian
-
2015
ARMA-GARCH-Modellierung; nicht-Normalität; normal-inverse Gauss-Verteilung (NIG-Verteilung); realisierte Momente; Staatsanleihen; Strom Forwards; stylized facts von Finanzzeitreihen; Value at Risk; Verteilung von Anleiherenditen
Persistent link: https://www.econbiz.de/10011440567
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Neuronale Netze zur Prognose von Warenterminpreisen
Stolzke, Ulf A.
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2000
Persistent link: https://www.econbiz.de/10001421515
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