Mixtures of t-distributions for finance and forecasting
Raffaella Giacomini; Andreas Gottschling; Christian Haefke; Halbert White
| Year of publication: |
2007
|
|---|---|
| Authors: | Giacomini, Raffaella ; Gottschling, Andreas ; Häfke, Christian ; White, Halbert |
| Publisher: |
Wien : Inst. für Höhere Studien |
| Subject: | ARCH-Modell | ARCH model | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Neuronales Netz | Dichte <Stochastik> | Nichtparametrische Schätzung | Finanzierung | Optionspreis | Mathematisches Modell | Prognose |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 27 S. graph. Darst. |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 216 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.ihs.ac.at/publications/eco/es-216.pdf |
| Classification: | C63 - Computational Techniques ; C53 - Forecasting and Other Model Applications ; C45 - Neural Networks and Related Topics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003556381