- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
Discussion Paper / SFB823 ; 55, 2016
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Preiselastizität
Strompreis
Verbraucherverhalten
Regressionsanalyse
Deutschland
- Ereignis
-
Veröffentlichung
- (wo)
-
Dortmund
- (wer)
-
Universitätsbibliothek Dortmund
- (wann)
-
2016
- Urheber
- Handle
-
2003/35301
- URN
-
urn:nbn:de:101:1-201611041437
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:51 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.
Beteiligte
- Dette, Holger
- Golosnoy, Vasyl
- Kellermann, Janosch
- Universitätsbibliothek Dortmund
Entstanden
- 2016
Ähnliche Objekte (12)
Correcting intraday periodicity bias in realized volatility measures
The effect of intraday periodicity on realized volatility measures
Optimale Versuchspläne für mehrere konkurrierende Polynom-Modelle bei einer gegebenen a-priori-Gewichtung
Estimation of Integrated Volatility in Continuous Time Financial Models with Applications to Goodness-of-Fit Testing
Forecasting the Realized Variance in the Presence of Intraday Periodicity
Model checks for the volatility under microstructure noise
On a test for constant volatility in continuous time financial models
Testing the parametric form of the volatility in continuous time diffusion models - an empirical process approach
Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
On Robust and Efficient Designs for Risk Estimation in Epidemiologic Studies
Locally E-Optimal Designs for Exponential Regression Models
Canonical moments, orthogonal polynomials with application to statistics
Correcting intraday periodicity bias in realized volatility measures
The effect of intraday periodicity on realized volatility measures
Optimale Versuchspläne für mehrere konkurrierende Polynom-Modelle bei einer gegebenen a-priori-Gewichtung
Estimation of Integrated Volatility in Continuous Time Financial Models with Applications to Goodness-of-Fit Testing
Forecasting the Realized Variance in the Presence of Intraday Periodicity
Model checks for the volatility under microstructure noise
On a test for constant volatility in continuous time financial models
Testing the parametric form of the volatility in continuous time diffusion models - an empirical process approach
Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
On Robust and Efficient Designs for Risk Estimation in Epidemiologic Studies
Locally E-Optimal Designs for Exponential Regression Models
Canonical moments, orthogonal polynomials with application to statistics
Correcting intraday periodicity bias in realized volatility measures
The effect of intraday periodicity on realized volatility measures
Optimale Versuchspläne für mehrere konkurrierende Polynom-Modelle bei einer gegebenen a-priori-Gewichtung
Estimation of Integrated Volatility in Continuous Time Financial Models with Applications to Goodness-of-Fit Testing
Forecasting the Realized Variance in the Presence of Intraday Periodicity
Model checks for the volatility under microstructure noise
On a test for constant volatility in continuous time financial models
Testing the parametric form of the volatility in continuous time diffusion models - an empirical process approach
Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
On Robust and Efficient Designs for Risk Estimation in Epidemiologic Studies
Locally E-Optimal Designs for Exponential Regression Models