Essays on multivariate stochastic volatility models
by Sebastian Trojan
| Year of publication: |
2015
|
|---|---|
| Authors: | Trojan, Sebastian |
| Publisher: |
St. Gallen : Univ. |
| Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Simulation |
| Extent: | Online-Ressource (PDF-Datei: XXIV, 199 S.) graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | St. Gallen, Univ., Diss., 2014 |
| Notes: | Enth. 3 Beitr. - Zsfassung in dt. und engl. Sprache Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010511448