From financial bubbles to extreme events : econometric and statistical methods
presented by Ran Wei (MSc Financial Mathematics, Tongji University)
| Year of publication: |
2024
|
|---|---|
| Authors: | Wei, Ran |
| Other Persons: | Sturm, Jan-Egbert (contributor) ; Sornette, Didier (contributor) ; Teichmann, Josef (contributor) ; Kubler, Felix (contributor) |
| Publisher: |
Zürich : ETH Zurich |
| Subject: | Spekulationsblase | Bubbles | Ökonometrie | Econometrics | Statistische Methode | Statistical method | Statistische Methodenlehre | Statistical theory | Prognoseverfahren | Forecasting model |
| Extent: | 1 Online-Ressource (circa 162 Seiten) Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, ETH Zurich, 2024 |
| Notes: | Zusammenfassung in deutscher und englischer Sprache Abweichender Titel: A study of extreme financial events: econometric models and statistical tests |
| Other identifiers: | 10.3929/ethz-b-000703169 [DOI] hdl:20.500.11850/703169 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015361752