Hochschulschrift | Online-Publikation
Extremes of Lévy driven moving average processes with applications in finance
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Anmerkungen
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München, Techn. Univ., Diss., 2004
- Klassifikation
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Mathematik
Wirtschaft
- Schlagwort
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Volatilität
Heavy-tailed Verteilung
Extremwertstatistik
MA-Prozess
Lévy-Prozess
Subexponentielle Verteilung
Ornstein-Uhlenbeck-Prozess
GARCH-Prozess
Moving-Average-Prozess (Statistik) ; Volatilität; Moving-Average-Prozess (Statistik) ; Finanzmathematik
- Urheber
- URN
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urn:nbn:de:bvb:91-diss2004120300217
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:37 MESZ
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Objekttyp
- Hochschulschrift
- Online-Publikation
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