Sequential methods for detecting changes in the volatibity of economic time series
Stefan Schipper
| Alternative title: | Sequential methods for detecting changes in the volatility of economic time series |
|---|---|
| Year of publication: |
2001
|
| Authors: | Schipper, Stefan |
| Publisher: |
Aachen : Shaker |
| Subject: | Kontrollkarten | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Finanzmarkt | Financial market | Finanzanalyse | Financial analysis | Theorie | Theory | Statistische Qualitätskontrolle | Statistical quality control | Sequentialanalyse |
| Extent: | 140 S graph. Darst 21 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English ; German |
| Thesis: | Zugl.: Frankfurt (Oder), Europa-Univ., Diss., 2000 |
| Notes: | Pb. : DM 59.00, sfr 59.00, s 409.00 |
| ISBN: | 3-8265-8289-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001538981