Asymmetry and nonlinearity in forecasting multivariate stock market volatility
Year of publication: |
25.02.2016
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Authors: | Heiden, Moritz Daniel |
Other Persons: | Okhrin, Yarema (contributor) |
Publisher: |
Augsburg : Universität Augsburg |
Subject: | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Multivariate Verteilung | Multivariate distribution | Nichtlineare Regression | Nonlinear regression | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (circa 48 Seiten) Illustrationen |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Thesis |
Language: | English |
Thesis: | Dissertation, Universität Augsburg, 2015 |
Notes: | Besteht aus einem unveröffentlichten Aufsatz und einem Titelverzeichnis der eingereichten Publikationen |
Source: | ECONIS - Online Catalogue of the ZBW |
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