Hochschulschrift
Asymmetry and nonlinearity in forecasting multivariate stock market volatility
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
Augsburg, Universität Augsburg, Diss., 2015
- Classification
-
Wirtschaft
- Keyword
-
Aktienmarkt
Börsenkurs
Volatilität
Prognoseverfahren
Multivariate Verteilung
Nichtlineare Regression
Portfolio-Management
Aktienmarkt
Börsenkurs
Volatilität
Prognoseverfahren
Kopula
Nichtlineare Regression
Portfolio Selection
Prognoseverfahren
Volatilität
Kopula
Mathematik
- Event
-
Veröffentlichung
- (where)
-
Augsburg
- (who)
-
Universität Augsburg
- (when)
-
2016
- Creator
-
Heiden, Moritz Daniel
- Contributor
-
Okhrin, Yarema
- URN
-
urn:nbn:de:bvb:384-opus4-34176
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:52 PM CET
Data provider
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Object type
- Hochschulschrift
Associated
- Heiden, Moritz Daniel
- Okhrin, Yarema
- Universität Augsburg
Time of origin
- 2016
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