Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
vorgelegt von Stepan S. Sushko
| Year of publication: |
2021
|
|---|---|
| Authors: | Sushko, Stepan S. |
| Other Persons: | Lux, Thomas (degree supervisor) |
| Institutions: | Christian-Albrechts-Universität zu Kiel (degree granting) |
| Publisher: |
Kiel |
| Subject: | Finanzanalyse | Financial analysis | Experten | Experts | Emotion | Frühindikator | Leading indicator | Agentenbasierte Modellierung | Agent-based modeling | Optionsgeschäft | Option trading | Börsenkurs | Share price | Volatilität | Volatility | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
freely available
Erscheint auch als (Online-Ausgabe):
Sushko, Stepan S.. Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility. - Kiel, 2021. - 1 Online-Ressource (xiii, 430 Blätter)
Persistent link: https://www.econbiz.de/10012887751