Modeling asset prices
Year of publication: 
2010


Authors:  Gentle, James E. ; Härdle, Wolfgang Karl 
Publisher: 
Berlin : Humboldt University of Berlin, Collaborative Research Center 649  Economic Risk 
Subject:  Börsenkurs  Capital Asset Pricing Model  Zeitreihenanalyse  Stochastischer Prozess  Volatilität  ARCHModell  Theorie  Discrete time series models  continuous time diffusion models  models with jumps  stochastic volatility  GARCH 
Series:  SFB 649 Discussion Paper ; 2010,031 

Type of publication:  Book / Working Paper 
Type of publication (narrower categories):  Working Paper 
Language:  English 
Other identifiers:  628585691 [GVK] hdl:10419/39292 [Handle] 
Classification:  C15  Statistical Simulation Methods; Monte Carlo Methods 
Source: 

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