- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
Konstanz, Universität Konstanz, Dissertation, 2023
- Classification
-
Wirtschaft
- Keyword
-
Neuronales Netz
Simulation
- Event
-
Veröffentlichung
- (where)
-
Konstanz
- (who)
-
KOPS Universität Konstanz
- (when)
-
2023
- Creator
-
Mücher, Christian
- URN
-
urn:nbn:de:bsz:352-2-1p8uwnsrzw6fw5
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:46 PM CET
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
- Mücher, Christian
- KOPS Universität Konstanz
Time of origin
- 2023
Other Objects (12)
Estimation of stochastic volatility models by nonparametric filtering
Estimating stochastic volatility under the assumption of stochastic volatility of volatility
Conditional Gauss-Hermite filtering with application to volatility estimation
Asymmetric Stable Stochastic Volatility Models: Estimation, Filtering, and Forecasting
Predicting volatility based on interval regression models
Financial market volatility: Informative in predicting recessions
Estimating and Predicting Household Expenditures and Income Distributions
Estimating and predicting household expenditures and income distributions
Estimating the volatility of asset pricing factors
Estimating the volatility of asset pricing factors
Estimating the volatility of asset pricing factors
Modeling and predicting the CBOE market volatility index
Estimation of stochastic volatility models by nonparametric filtering
Estimating stochastic volatility under the assumption of stochastic volatility of volatility
Conditional Gauss-Hermite filtering with application to volatility estimation
Asymmetric Stable Stochastic Volatility Models: Estimation, Filtering, and Forecasting
Predicting volatility based on interval regression models
Financial market volatility: Informative in predicting recessions
Estimating and Predicting Household Expenditures and Income Distributions
Estimating and predicting household expenditures and income distributions
Estimating the volatility of asset pricing factors
Estimating the volatility of asset pricing factors
Estimating the volatility of asset pricing factors
Modeling and predicting the CBOE market volatility index
Estimation of stochastic volatility models by nonparametric filtering
Estimating stochastic volatility under the assumption of stochastic volatility of volatility
Conditional Gauss-Hermite filtering with application to volatility estimation
Asymmetric Stable Stochastic Volatility Models: Estimation, Filtering, and Forecasting
Predicting volatility based on interval regression models
Financial market volatility: Informative in predicting recessions
Estimating and Predicting Household Expenditures and Income Distributions
Estimating and predicting household expenditures and income distributions
Estimating the volatility of asset pricing factors
Estimating the volatility of asset pricing factors
Estimating the volatility of asset pricing factors