Monografie
Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model
- Sprache
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Englisch
- Identifier
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1206193719
- Reihe
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Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes; Ausgabe 6, 2000
Thema
Wirtschaft; Schätzfunktion; Schätztheorie; Stochastischer Prozess; Volatilität; Heteroskedastizität; Schätzung; Wechselkurs; Kapitalertrag; Kapitalgewinn; Deutschland; USA; Großbritannien
Beteiligte Personen und Organisationen
- DOI
-
10.18452/3328
- URN
- Rechteinformation
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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26.01.2023, 13:57 MEZ
Objekttyp
- Monografie
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