Hochschulschrift
The dynamics of multivariate financial returns : a non-stationary, nonparametric regression approach
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Maße
-
30 cm
- Umfang
-
XXX, 236 S.
- Sprache
-
Englisch
- Anmerkungen
-
graph. Darst.
Braunschweig, Techn. Univ., Diss., 2013
- Schlagwort
-
Aktienrendite
Volatilität
Kapitalmarkt
Zeitreihenanalyse
Wahrscheinlichkeitsverteilung
Nichtparametrisches Verfahren
Theorie
- Urheber
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 14:22 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
Beteiligte
Ähnliche Objekte (12)
Non-parametric transformation regression with non-stationary data
Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returns
Nonparametric nonstationary regression
Nonparametric rank tests for non-stationary panels
Nonparametric Nonstationary Regression with Many Covariates
Nonparametric nonstationary regression with many covariates
A non-stationary approach for financial returns with nonparametric heteroscedasticity
A non-stationary approach for financial returns with nonparametric heteroscedasticity
Nonparametric regression for locally stationary time series
Non-Stationary Multivariate Subdivision: Joint Spectral Radius and Asymptotic Similarity
On confidence bands for multivariate nonparametric regression
Non-stationary Wave Turbulence
Non-parametric transformation regression with non-stationary data
Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returns
Nonparametric nonstationary regression
Nonparametric rank tests for non-stationary panels
Nonparametric Nonstationary Regression with Many Covariates
Nonparametric nonstationary regression with many covariates
A non-stationary approach for financial returns with nonparametric heteroscedasticity
A non-stationary approach for financial returns with nonparametric heteroscedasticity
Nonparametric regression for locally stationary time series
Non-Stationary Multivariate Subdivision: Joint Spectral Radius and Asymptotic Similarity
On confidence bands for multivariate nonparametric regression
Non-stationary Wave Turbulence
Non-parametric transformation regression with non-stationary data
Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returns
Nonparametric nonstationary regression
Nonparametric rank tests for non-stationary panels
Nonparametric Nonstationary Regression with Many Covariates
Nonparametric nonstationary regression with many covariates
A non-stationary approach for financial returns with nonparametric heteroscedasticity
A non-stationary approach for financial returns with nonparametric heteroscedasticity
Nonparametric regression for locally stationary time series
Non-Stationary Multivariate Subdivision: Joint Spectral Radius and Asymptotic Similarity
On confidence bands for multivariate nonparametric regression