- Sprache
-
Englisch
- Identifier
-
1206825456
Beteiligte Personen und Organisationen
- DOI
-
10.18452/3833
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:54 MEZ
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
- Monografie
Beteiligte
Ähnliche Objekte (12)
Applied quantitative finance
Nonparametric and semiparametric models
Computer intensive methods in statistics
Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]
Smoothing techniques : with implementation in S
Volatility Investing with Variance Swaps
Common Functional Implied Volatility Analysis
Calibration Design of Implied Volatility Surfaces
Long Memory Persistence in the Factor of ImpliedVolatility Dynamics
An Empirical Application of Interactive Fixed Effect Model on Asset Pricing
On adaptive estimation in partial linear models
A Consistent Nonparametric Test for Causality in Quantile
Applied quantitative finance
Nonparametric and semiparametric models
Computer intensive methods in statistics
Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]
Smoothing techniques : with implementation in S
Volatility Investing with Variance Swaps
Common Functional Implied Volatility Analysis
Calibration Design of Implied Volatility Surfaces
Long Memory Persistence in the Factor of ImpliedVolatility Dynamics
An Empirical Application of Interactive Fixed Effect Model on Asset Pricing
On adaptive estimation in partial linear models
A Consistent Nonparametric Test for Causality in Quantile
Applied quantitative finance
Nonparametric and semiparametric models
Computer intensive methods in statistics
Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]
Smoothing techniques : with implementation in S
Volatility Investing with Variance Swaps
Common Functional Implied Volatility Analysis
Calibration Design of Implied Volatility Surfaces
Long Memory Persistence in the Factor of ImpliedVolatility Dynamics
An Empirical Application of Interactive Fixed Effect Model on Asset Pricing
On adaptive estimation in partial linear models