Essays on nonparametric econometrics of stochastic volatility
door Yang Zu
| Year of publication: |
2012
|
|---|---|
| Authors: | Zu, Yang |
| Publisher: |
[Amsterdam] : Thela Thesis |
| Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Modellierung | Scientific modelling | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | V, 130 S. |
|---|---|
| Series: | Tinbergen Institute research series. - Rotterdam : Rozenberg, ZDB-ID 1161359-2. - Vol. 521 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Sammlung ; Collection of articles written by one author ; Graue Literatur ; Non-commercial literature ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Amsterdam, Univ., Diss., 2012 |
| Notes: | Zsfassung in niederl. Sprache Enthält mehrere Beiträge |
| ISBN: | 978-90-361-0272-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009713426