- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
Berlin, Humboldt Universität zu Berlin, Diss., 2012
- Keyword
-
Risikomaß
Regression
Nichtparametrisches Verfahren
Theorie
Schätzung
Welt
Value at Risk
Regressionsanalyse
Nichtparametrische Statistik
Nichtparametrisches Verfahren
Schätzung
- Event
-
Veröffentlichung
- (where)
-
Berlin
- (who)
-
Humboldt Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
- (when)
-
2012
- Creator
- Contributor
- URN
-
urn:nbn:de:kobv:11-100204136
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:43 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
- Wang, Weining
- Härdle, Wolfgang
- Spokoiny, Vladimir
- Humboldt Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
Time of origin
- 2012
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Computer intensive methods in statistics
Calibration Design of Implied Volatility Surfaces
Adaptive Interest Rate Modelling
Adaptive methods for risk calibration
On adaptive estimation in partial linear models
On adaptive smoothing in partial linear models
On adaptive estimation in partial linear models
Robust adaptive estimation of dimension reduction space
Calibration Risk for Exotic Options
Quantile Regression in Risk Calibration
Quantile regression in risk calibration
Nichtparametrische robuste Regressionsanalyse
Computer intensive methods in statistics
Calibration Design of Implied Volatility Surfaces
Adaptive Interest Rate Modelling
Adaptive methods for risk calibration
On adaptive estimation in partial linear models
On adaptive smoothing in partial linear models
On adaptive estimation in partial linear models
Robust adaptive estimation of dimension reduction space
Calibration Risk for Exotic Options
Quantile Regression in Risk Calibration
Quantile regression in risk calibration
Nichtparametrische robuste Regressionsanalyse
Computer intensive methods in statistics
Calibration Design of Implied Volatility Surfaces
Adaptive Interest Rate Modelling
Adaptive methods for risk calibration
On adaptive estimation in partial linear models
On adaptive smoothing in partial linear models
On adaptive estimation in partial linear models