[Alpha]-stable random vectors with time varying spectral measure and applications to financial time series analysis
Christoph Hartz
| Year of publication: |
2008 ; 1. Aufl.
|
|---|---|
| Authors: | Hartz, Christoph |
| Publisher: |
Berlin : Pro Business |
| Subject: | Aktienrendite | Zufallsvektor | Zeitreihenanalyse |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XIV, 351 S. : graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zugl.: München, Univ., Diss., 2008 |
| ISBN: | 978-3-86805-084-4 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Volkswirtschaft |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10004912279