Essays in statistical estimation and a stochastic application to financial markets
Jing Huang
| Year of publication: |
2018
|
|---|---|
| Authors: | Huang, Jing |
| Publisher: |
Berlin : ESMT European School of Management and Technology |
| Subject: | Skew-elliptical distribution | semi-parametric | variable selection | quantile regression | futures price | Kalman filter | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market | Zustandsraummodell | State space model | Schätztheorie | Estimation theory | Börsenkurs | Share price |
| Description of contents: |
Financial markets; statistics; stochastic process
|
freely available
| Extent: | 1 Online-Ressource (circa 74 Seiten) Illustrationen |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Zugl.: ESMT European School of Management and Technology, Diss., 2018 |
| Notes: | includes bibliography Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012183865