Nonparametric Specification Testing for Continuous-Time Models with Application to Spot Interest Rates
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Deutsch
- Anmerkungen
-
In: Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Band 2002, Ausgabe 32, 2002
- Schlagwort
-
Modellierung
Statistischer Test
Nichtparametrisches Verfahren
Finanzmarkt
Stochastischer Prozess
Theorie
Ökonometrisches Modell
Schätzung
Zins
Euromarkt
Welt
Modellierung
Gütefunktion
Parametertest
Signifikanzniveau
Statistischer Test
Testtheorie
Nichtparametrische Statistik
Nichtparametrisches Verfahren
Kapitalmarkt
Stochastischer Prozess
Ökonometrisches Modell
Schätzung
Zins
Euromarkt
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin
- (wer)
-
Humboldt-Universität zu Berlin
- (wann)
-
2005
- Urheber
- DOI
-
10.18452/3480
- URN
-
urn:nbn:de:kobv:11-10048908
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:47 MEZ
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.
Beteiligte
- Hong, Yongmiao
- Li, Haitao
- Humboldt-Universität zu Berlin
Entstanden
- 2005
Ähnliche Objekte (12)
Nonparametric specification testing for continuous-time models with application to spot interest rates
Nonparametric Methods in Continuous-Time Finance
Nonparametric Methods in Continuous-Time Finance: A Selective Review
Continuous-Time Systems
Continuous-time Games of Timing
Continuous-Time Modelling with Spatial Dependence
Continuous-time Markov Jump linear systems
Pricing an European gas storage facility using a continuous-time spot price model with GARCH diffusion
Open problems in continuous-time quantum walks
Continuous-time public good contribution under uncertainty
Continuous-time public good contribution under uncertainty
Continuous-time public good contribution under uncertainty
Nonparametric specification testing for continuous-time models with application to spot interest rates
Nonparametric Methods in Continuous-Time Finance
Nonparametric Methods in Continuous-Time Finance: A Selective Review
Continuous-Time Systems
Continuous-time Games of Timing
Continuous-Time Modelling with Spatial Dependence
Continuous-time Markov Jump linear systems
Pricing an European gas storage facility using a continuous-time spot price model with GARCH diffusion
Open problems in continuous-time quantum walks
Continuous-time public good contribution under uncertainty
Continuous-time public good contribution under uncertainty
Continuous-time public good contribution under uncertainty
Nonparametric specification testing for continuous-time models with application to spot interest rates
Nonparametric Methods in Continuous-Time Finance
Nonparametric Methods in Continuous-Time Finance: A Selective Review
Continuous-Time Systems
Continuous-time Games of Timing
Continuous-Time Modelling with Spatial Dependence
Continuous-time Markov Jump linear systems
Pricing an European gas storage facility using a continuous-time spot price model with GARCH diffusion
Open problems in continuous-time quantum walks
Continuous-time public good contribution under uncertainty
Continuous-time public good contribution under uncertainty