Finanzmarktökonometrie : zeitstetige Systeme und ihre Anwendung in Ökonometrie und empirischer Kapitalmarktforschung
Year of publication: |
1999
|
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Authors: | Singer, Hermann |
Publisher: |
Berlin [u.a.] : Physica-Verl. |
Subject: | Dynamische Wirtschaftstheorie | Economic dynamics | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Kapitalmarkttheorie | Financial economics | Theorie | Theory | Ökonometrisches Modell | Econometric model | Schätzung | Estimation | Deutschland | Germany | Kapitalmarkt |
Description of contents: | Table of Contents [gbv.de] |
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Modellierung der Zinsstruktur in Deutschland
Dankenbring, Henning, (1999)
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Stochastic volatility in financial markets : crossing the bridge to continuous time
Fornari, Fabio, (2000)
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Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N., (1999)
- More ...
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Nonlinear Continuous Time ModelingApproaches in Panel Research
Singer, Hermann, (2006)
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Singer, Hermann, (2009)
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Conditional Gauss-Hermite Filtering with Application to Volatility Estimation
Singer, Hermann, (2008)
- More ...