Risk estimation on high frequency financial data : empirical analysis of the DAX 30
Florian Jacob
| Year of publication: |
2015 ; Aufl. 2015
|
|---|---|
| Authors: | Jacob, Florian |
| Publisher: |
Wiesbaden : Springer Spektrum |
| Subject: | tempered stable model | Börsenkurs | Share price | Aktienindex | Stock index | Risikomaß | Risk measure | Elektronisches Handelssystem | Electronic trading | Stochastischer Prozess | Stochastic process | Theorie | Theory | Deutscher Aktienindex | Risikoanalyse | Börsenhandel |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] |
| Extent: | X, 70 S. graph. Darst. 210 mm x 148 mm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 3-658-09388-9 ; 978-3-658-09388-4 ; 978-3-658-09389-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010504710