- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Maße
-
21 cm
- Umfang
-
II, 99 S.
- Sprache
-
Englisch
- Anmerkungen
-
graph. Darst.
Bonn, Univ., Diss., 1998
- Schlagwort
-
Optionspreis
Volatilität
Zeitreihenanalyse
Nichtparametrisches Modell
Börsenkurs
Wechselkurs
Zeitreihenanalyse
Volatilität
Schätztheorie
Optionspreistheorie
Schätzung
Deutschland
- Urheber
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 14:19 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
Ähnliche Objekte (12)
Nonlinear and Nonparametric Methods for Analyzing Financial Time Series
Turbulence modelling by time-series methods : a non-parametric approach
Turbulence modelling by time-series methods : a non-parametric approach
Nonparametric estimation of the jump component in financial time series
Nonparametric estimation of the jump component in financial time series
Modelling financial time series with SEMIFAR-GARCH model
Modelling financial time series with SEMIFAR-GARCH model
An iterative plug-in algorithm for nonparametric modelling of seasonal time series
An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series
Nonparametric curve estimation from time series
Nonparametric factor analysis of time series
Nonparametric lag selection for time series
Nonlinear and Nonparametric Methods for Analyzing Financial Time Series
Turbulence modelling by time-series methods : a non-parametric approach
Turbulence modelling by time-series methods : a non-parametric approach
Nonparametric estimation of the jump component in financial time series
Nonparametric estimation of the jump component in financial time series
Modelling financial time series with SEMIFAR-GARCH model
Modelling financial time series with SEMIFAR-GARCH model
An iterative plug-in algorithm for nonparametric modelling of seasonal time series
An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series
Nonparametric curve estimation from time series
Nonparametric factor analysis of time series
Nonparametric lag selection for time series
Nonlinear and Nonparametric Methods for Analyzing Financial Time Series
Turbulence modelling by time-series methods : a non-parametric approach
Turbulence modelling by time-series methods : a non-parametric approach
Nonparametric estimation of the jump component in financial time series
Nonparametric estimation of the jump component in financial time series
Modelling financial time series with SEMIFAR-GARCH model
Modelling financial time series with SEMIFAR-GARCH model
An iterative plug-in algorithm for nonparametric modelling of seasonal time series
An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series
Nonparametric curve estimation from time series
Nonparametric factor analysis of time series