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 | Schätzung | Estimation | Schätztheorie | Estimation theory | Finanzmarkt | Financial market | Zustandsraummodell | State space model | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
| Description of contents: |
Financial markets; statistics; stochastic process
|
freely available