Extreme value models in a conditional duration intensity framework
Year of publication: |
2011
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Authors: | Herrera, Rodrigo ; Schipp, Bernhard |
Publisher: |
Berlin : SFB 649, Economic Risk |
Subject: | Risikomaß | Risk measure | Börsenkurs | Share price | Ausreißer | Outliers | Autokorrelation | Autocorrelation | Statistische Bestandsanalyse | Duration analysis | Theorie | Theory | Chemieindustrie | Chemical industry | Schätzung | Estimation | Deutschland | Germany |
Extent: | Online-Ressource (PDF-Datei: 31 S., 1,16 MB) graph. Darst. |
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Series: | SFB 649 discussion paper. - Berlin : [Verlag nicht ermittelbar], ISSN 1860-5664, ZDB-ID 2195055-6. - Vol. 2011-022 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/56698 [Handle] |
Classification: | C22 - Time-Series Models ; c58 ; F30 - International Finance. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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