Semiparametric estimation of conditional quantiles for time series, with applications in finance
by Peter Nyamuhanga Mwita
| Year of publication: |
2003
|
|---|---|
| Other Persons: | Nyamuhanga Mwita, Peter (contributor) |
| Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Finanzwissenschaft | Public economics | Theorie | Theory | Zeitreihe | Quantil | Nichtparametrische Schätzung | Extremwertstatistik | Risikomanagement |
freely available
| Extent: | Online-Ressource, IX, 143 p. = 1,5 MB, text ill |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Kaiserslautern, Univ., Diss., 2003 |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001774767