- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Göttingen, Georg-August Universität, Diss., 2010
- Klassifikation
-
Mathematik
- Ereignis
-
Veröffentlichung
- (wo)
-
Göttingen
- (wer)
-
Niedersächsische Staats- und Universitätsbibliothek Göttingen
- (wann)
-
2011
- Urheber
-
Schmidt-Hieber, Anselm Johannes
- Beteiligte Personen und Organisationen
- Handle
-
11858/00-1735-0000-000D-F1CF-6
- URN
-
urn:nbn:de:gbv:7-webdoc-2764-8
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:42 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.
Objekttyp
- Hochschulschrift
Beteiligte
- Schmidt-Hieber, Anselm Johannes
- Munk, Axel
- Dümbgen, Lutz
- Niedersächsische Staats- und Universitätsbibliothek Göttingen
Entstanden
- 2011
Ähnliche Objekte (12)
Non-parametric estimation of intraday spot volatility: Disentangling Instantaneous Trend and Seasonality
Volatility decomposition and nonparametric estimation of spot volatility of models with poisson sampling under market microstructure noise
Volatility Decomposition and Nonparametric Estimation of Spot Volatility of Models with Poisson Sampling under Market Microstructure Noise
Nonparametric modelling and estimation of stochastic volatility
Nonparametric Estimation in a Stochastic Volatility Model
Estimation of stochastic volatility models by nonparametric filtering
Relating Stochastic Volatility Estimation Methods
Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data
Nonparametric curve estimation : methods, theory, and applications
Nonparametric variance estimation
Nonparametric change-pointanalysis of volatility
Nonparametric instrumental variable estimation
Non-parametric estimation of intraday spot volatility: Disentangling Instantaneous Trend and Seasonality
Volatility decomposition and nonparametric estimation of spot volatility of models with poisson sampling under market microstructure noise
Volatility Decomposition and Nonparametric Estimation of Spot Volatility of Models with Poisson Sampling under Market Microstructure Noise
Nonparametric modelling and estimation of stochastic volatility
Nonparametric Estimation in a Stochastic Volatility Model
Estimation of stochastic volatility models by nonparametric filtering
Relating Stochastic Volatility Estimation Methods
Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data
Nonparametric curve estimation : methods, theory, and applications
Nonparametric variance estimation
Nonparametric change-pointanalysis of volatility
Nonparametric instrumental variable estimation
Non-parametric estimation of intraday spot volatility: Disentangling Instantaneous Trend and Seasonality
Volatility decomposition and nonparametric estimation of spot volatility of models with poisson sampling under market microstructure noise
Volatility Decomposition and Nonparametric Estimation of Spot Volatility of Models with Poisson Sampling under Market Microstructure Noise
Nonparametric modelling and estimation of stochastic volatility
Nonparametric Estimation in a Stochastic Volatility Model
Estimation of stochastic volatility models by nonparametric filtering
Relating Stochastic Volatility Estimation Methods
Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data
Nonparametric curve estimation : methods, theory, and applications
Nonparametric variance estimation
Nonparametric change-pointanalysis of volatility