Nonparametric modeling in financial time series
Jürgen Franke, Jens-Peter Kreiss and Enno Mammen
| Year of publication: |
2009
|
|---|---|
| Authors: | Franke, Jürgen ; Kreiß, Jens-Peter ; Mammen, Enno |
| Published in: |
Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 927-952
|
| Subject: | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Nichtparametrisches Verfahren | Nonparametric statistics | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | Schätztheorie | Estimation theory | Optionspreistheorie | Option pricing theory | Welt | World | Deutschland | Germany | Finanzmarkt | Financial market |
| 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://ebvufind01.dmz1.zbw.eu/10003834268