α-stable [Alpha-stable] random vectors with time varying spectral measure and applications to financial time series analysis
Christoph Hartz
| Alternative title: | [Alpha]-stable random vectors with time varying spectral measure and applications to financial time series analysis |
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| Year of publication: |
2008 ; 1. Aufl.
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| Authors: | Hartz, Christoph |
| Publisher: |
Berlin : Pro Business |
| Subject: | Rendite | Yield | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Zufallsvariable | Random variable | Lineare Algebra | Linear algebra | Statistische Verteilung | Statistical distribution | Faktorenanalyse | Factor analysis | Theorie | Theory | New Economy | New economy | Deutschland | Germany | Aktienrendite | Zufallsvektor |
| Description of contents: | Table of Contents [digitale-objekte.hbz-nrw.de] ; Description [deposit.dnb.de] ; Description [zbmath.org] |
| Extent: | XIV, 351 S. graph. Darst 21 cm, 593 gr. |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: München, Ludwig-Maximilians-Univ., Diss, 2008 |
| Notes: | Hergestellt on demand |
| ISBN: | 3-86805-084-1 ; 978-3-86805-084-4 |
| Classification: | Mathematische Statistik ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003716514