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] |
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