Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
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zuerst erschienen im BERG-Verlag, 2011
- Erschienen in
-
BERG working paper series ; 78
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Börsenkurs
Volatilität
Stochastischer Prozess
Herdenverhalten
Diskrete Entscheidung
Aktienmarkt
Agentenbasierte Modellierung
Momentenmethode
Simulation
Theorie
Kreditmarkt ; Stochastisches Modell ; Online-Publikation
Börsenkurs
Volatilität
Stochastischer Prozess
Herdenverhalten
Diskrete Entscheidung
Aktienmarkt
Agent
Momentenproblem
Computersimulation
Simulation
- Ereignis
-
Veröffentlichung
- (wo)
-
Bamberg
- (wer)
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Otto-Friedrich-Universität Bamberg
- (wann)
-
2011
- Urheber
- URN
-
urn:nbn:de:bvb:473-opus4-31929
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:50 MEZ
Datenpartner
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Beteiligte
- Franke, Reiner
- Westerhoff, Frank H.
- Otto-Friedrich-Universität Bamberg
Entstanden
- 2011
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