Locally time homogeneous time series modelling
Mstislav Elagin and Vladimir Spokoiny
| Year of publication: |
2009
|
|---|---|
| Authors: | Elagin, Mstislav ; Spokojnyj, Vladimir G. |
| Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 345-361
|
| Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003746421