- Sprache
-
Englisch
- Identifier
-
120620138X
- Reihe
-
Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes; Ausgabe 59, 2001
Thema
Wirtschaft; Exponential smoothing; Zeitreihenanalyse; Bootstrap-Statistik
Beteiligte Personen und Organisationen
- DOI
-
10.18452/3597
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:56 MEZ
Objekttyp
- Monografie
Ähnliche Objekte (12)
Time Inhomogeneous Multiple Volatility Modelling
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient
Financial calculations on the net
Web quantlets for time series analysis
The Dynamics of Implied Volatilities: A Common Principal Components Approach
Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
M Robustified Additive Nonparametric Regression
Semiparametric Diffusion Estimation and Application to a Stock Market Index
Estimation in an additive model when the components are linked parametrically
Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model
Internet Based Econometric Computing
Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
Time Inhomogeneous Multiple Volatility Modelling
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient
Financial calculations on the net
Web quantlets for time series analysis
The Dynamics of Implied Volatilities: A Common Principal Components Approach
Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
M Robustified Additive Nonparametric Regression
Semiparametric Diffusion Estimation and Application to a Stock Market Index
Estimation in an additive model when the components are linked parametrically
Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model
Internet Based Econometric Computing
Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
Time Inhomogeneous Multiple Volatility Modelling
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient
Financial calculations on the net
Web quantlets for time series analysis
The Dynamics of Implied Volatilities: A Common Principal Components Approach
Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
M Robustified Additive Nonparametric Regression
Semiparametric Diffusion Estimation and Application to a Stock Market Index
Estimation in an additive model when the components are linked parametrically
Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model
Internet Based Econometric Computing