Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Year of publication: |
1998
|
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Authors: | Brechtmann, Markus |
Publisher: |
München : Utz, Wiss. |
Subject: | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Aktienmarkt | Stock market | Deutschland | Germany | Aktienrendite | Finanzanalyse | ARCH-Prozess |
Description of contents: | Table of Contents [gbv.de] |
Extent: | VII, 220 S graph. Darst 21 cm |
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Series: | |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Thesis |
Language: | German |
Thesis: | Zugl.: Dortmund, Univ., Diss., 1998 |
ISBN: | 3-89675-416-5 |
Source: | ECONIS - Online Catalogue of the ZBW |
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