Modeling and Forecasting of Realized Covariance Matrices of Asset Returns using State-Space Models
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Köln, Universität zu Köln, Dissertation, 2021
- Klassifikation
-
Wirtschaft
- Schlagwort
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Forecasting
Space
- Ereignis
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Veröffentlichung
- (wo)
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Köln
- (wer)
-
Universitäts- und Stadtbibliothek Köln
- (wann)
-
2021
- Urheber
- Beteiligte Personen und Organisationen
- URN
-
urn:nbn:de:hbz:38-465262
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:49 MESZ
Datenpartner
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Beteiligte
- Hartkopf, Jan Patrick
- Liesenfeld, Roman
- Breitung, Jörg
- Universitäts- und Stadtbibliothek Köln
Entstanden
- 2021
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