Monografie
Nonparametric estimation of the jump component in financial time series
- Sprache
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Englisch
- Anmerkungen
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München, Ludwig-Maximilians-Universität, Diss., 2012
- Identifier
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102522423X
Thema
Nichtparametrische Schätzung; Lévy-Prozess; Ökonometrisches Modell; Zeitreihenanalyse; Simulation; Aktienindex; Hochschulschrift
Beteiligte Personen und Organisationen
Yener, Serkan
Mittnik, Stefan
Mittnik, Stefan
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:53 MEZ
Objekttyp
- Monografie
Beteiligte
- Yener, Serkan
- Mittnik, Stefan
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