- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Event
-
Veröffentlichung
- (where)
-
Berlin
- (who)
-
Humboldt-Universität zu Berlin
- (when)
-
2004
- Creator
-
Ulbricht, Jan
- Contributor
-
Härdle, Wolfgang
- DOI
-
10.18452/14053
- URN
-
urn:nbn:de:kobv:11-10061381
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:55 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
- Ulbricht, Jan
- Härdle, Wolfgang
- Humboldt-Universität zu Berlin
Time of origin
- 2004
Other Objects (12)
Dynamics of state price densities
Functional Principal ComponentsAnalysis,Implementation and Applications
Testing Monotonicity of Pricing Kernels
De copulis non est disputandum
Graphical Modelling and Statistical Learning for Sex-related Homicides
Models for Interest Rates and Interest Rate Derivatives
The Dynamics of Pricing Kernels and Relative Risk Aversion
Variance swaps
Visualisierung und Vergleich der Clusterverfahren anhand von QEBS-Daten
Estimating State Price Densities via Local Polynomials
QuantNet
Logit Models for Bankruptcy DataImplemented in XploRe
Dynamics of state price densities
Functional Principal ComponentsAnalysis,Implementation and Applications
Testing Monotonicity of Pricing Kernels
De copulis non est disputandum
Graphical Modelling and Statistical Learning for Sex-related Homicides
Models for Interest Rates and Interest Rate Derivatives
The Dynamics of Pricing Kernels and Relative Risk Aversion
Variance swaps
Visualisierung und Vergleich der Clusterverfahren anhand von QEBS-Daten
Estimating State Price Densities via Local Polynomials
QuantNet
Logit Models for Bankruptcy DataImplemented in XploRe
Dynamics of state price densities
Functional Principal ComponentsAnalysis,Implementation and Applications
Testing Monotonicity of Pricing Kernels
De copulis non est disputandum
Graphical Modelling and Statistical Learning for Sex-related Homicides
Models for Interest Rates and Interest Rate Derivatives
The Dynamics of Pricing Kernels and Relative Risk Aversion
Variance swaps
Visualisierung und Vergleich der Clusterverfahren anhand von QEBS-Daten
Estimating State Price Densities via Local Polynomials
QuantNet