- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Maße
-
21 cm
- Umfang
-
vi, 134 Seiten
- Sprache
-
Englisch
- Anmerkungen
-
Universität zu Köln, Dissertation, 2018
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Aktienrendite
Börsenkurs
Volatilität
Stochastischer Prozess
Prognoseverfahren
Prospect-Theorie
Streuungsmaß
Schätzung
USA
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 14:28 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
Entstanden
- 2017
Ähnliche Objekte (12)
Modeling and Forecasting DAX Index Volatility
Modeling and forecasting the volatility of Brazilian asset returns: A realized variance approach
Modeling and forecasting of multivariate stock market volatility
Modeling and Forecasting of Multivariate Stock Market Volatility
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Volatility forecasting
Volatility forecasting
Volatility and correlation : modeling and forecasting using support vector machines
Modeling and forecasting exchange rate volatility in time-frequency domain
Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models
Some like it smooth, and some like it rough: untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Modeling and Forecasting DAX Index Volatility
Modeling and forecasting the volatility of Brazilian asset returns: A realized variance approach
Modeling and forecasting of multivariate stock market volatility
Modeling and Forecasting of Multivariate Stock Market Volatility
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Volatility forecasting
Volatility forecasting
Volatility and correlation : modeling and forecasting using support vector machines
Modeling and forecasting exchange rate volatility in time-frequency domain
Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models
Some like it smooth, and some like it rough: untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Modeling and Forecasting DAX Index Volatility
Modeling and forecasting the volatility of Brazilian asset returns: A realized variance approach
Modeling and forecasting of multivariate stock market volatility
Modeling and Forecasting of Multivariate Stock Market Volatility
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Volatility forecasting
Volatility forecasting
Volatility and correlation : modeling and forecasting using support vector machines
Modeling and forecasting exchange rate volatility in time-frequency domain
Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models