Hochschulschrift
Asymmetry and nonlinearity in forecasting multivariate stock market volatility
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Augsburg, Universität Augsburg, Diss., 2015
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Aktienmarkt
Börsenkurs
Volatilität
Prognoseverfahren
Multivariate Verteilung
Nichtlineare Regression
Portfolio-Management
Aktienmarkt
Börsenkurs
Volatilität
Prognoseverfahren
Kopula
Nichtlineare Regression
Portfolio Selection
Prognoseverfahren
Volatilität
Kopula
Mathematik
- Ereignis
-
Veröffentlichung
- (wo)
-
Augsburg
- (wer)
-
Universität Augsburg
- (wann)
-
2016
- Urheber
-
Heiden, Moritz Daniel
- Beteiligte Personen und Organisationen
-
Okhrin, Yarema
- URN
-
urn:nbn:de:bvb:384-opus4-34176
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:52 MEZ
Datenpartner
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Objekttyp
- Hochschulschrift
Beteiligte
- Heiden, Moritz Daniel
- Okhrin, Yarema
- Universität Augsburg
Entstanden
- 2016
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