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 |
|---|---|
| Year of publication: |
2008 ; 1. Aufl.
|
| 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] |
