Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes ; Ausgabe 62, 1999
- Schlagwort
-
Zeitreihenanalyse
Statistischer Test
Börsenkurs
Aktienmarkt
Schätzung
Theorie
Deutschland
Bootstrap-Verfahren
Zeitreihenanalyse
Statistischer Test
Börsenkurs
Aktienmarkt
Schätzung
Bootstrap-Statistik
Deutschland
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin
- (wer)
-
Humboldt-Universität zu Berlin
- (wann)
-
2005
- Urheber
- DOI
-
10.18452/3278
- URN
-
urn:nbn:de:kobv:11-10046527
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:55 MESZ
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Beteiligte
- Hall, Peter
- Härdle, Wolfgang
- Kleinow, Torsten
- Schmidt, Peter
- Humboldt-Universität zu Berlin
Entstanden
- 2005
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