Hochschulschrift

The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatility with multinomial specifications

zu Verbundenen Objekten

Standort: Deutsche Nationalbibliothek Frankfurt am Main

Maße: 21 cm

Umfang: X, 175 S.

Sprache: Englisch

Anmerkungen: graph. Darst.
Kiel, Univ., Diss., 2007

Schlagwort: Kapitalertrag
Rendite
Börsenkurs
Volatilität
Prognoseverfahren
Markov-Kette
Zeitreihenanalyse
Nichtlineare Regression
Schätzung
Wirtschaft
USA
Deutschland

Urheber: Lee, Hwa Taek

Inhaltsverzeichnis: https://d-nb.info/991947878/04

Rechteinformation: Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.

Letzte Aktualisierung: 11.06.2025, 14:12 MESZ

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Hochschulschrift

Beteiligte

Lee, Hwa Taek

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