An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
Discussion Paper / SFB 823 ; 24/2012
- Classification
-
Mathematik
- Keyword
-
Kapitalmarkt
Zeitreihenanalyse
- Event
-
Veröffentlichung
- (where)
-
Dortmund
- (who)
-
Universitätsbibliothek Dortmund
- (when)
-
2012
- Creator
- Handle
-
2003/29496
- URN
-
urn:nbn:de:101:1-201607223994
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:59 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Schnurr, Alexander
- Universitätsbibliothek Dortmund
Time of origin
- 2012
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