Hochschulschrift

Modeling the dynamics of large conditional heteroskedastic covariance matrices

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Notes: München, Ludwig-Maximilians-Universität, Diss., 2015

Classification: Wirtschaft

Keyword: Zeitreihenanalyse
Kapitalmarkttheorie
Heteroskedastizität
Korrelation
Dantzig-Wolfe-Dekomposition
Lineare Algebra

Event: Veröffentlichung

(where): München

(who): Universitätsbibliothek der Ludwig-Maximilians-Universität

(when): 2015

Creator: Ahmed, Naeem

Contributor: Mittnik, Stefan

URN: urn:nbn:de:bvb:19-189875

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:47 PM CET

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Object type

Hochschulschrift

Associated

Ahmed, Naeem
Mittnik, Stefan
Universitätsbibliothek der Ludwig-Maximilians-Universität

Time of origin

2015

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Modeling the dynamics of large conditional heteroskedastic covariance matrices

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Other Objects (12)

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