Signal extraction by the extremum Monte Carlo method
door Karim Moussa
| Year of publication: |
[2024]
|
|---|---|
| Authors: | Moussa, Karim |
| Publisher: |
[Amsterdam] : Tinbergen Institute |
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Glättungsverfahren | Smoothing technique | Simulation | Stochastische Volatilität | Stochastic volatility | Schätztheorie | Estimation theory |
| Extent: | 1 Online-Ressource (circa 157) Illustrationen |
|---|---|
| Series: | Tinbergen Institute research series. - Amsterdam, Netherlands : Tinbergen Institute, ZDB-ID 3164569-0. - Vol. no. 836 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Vrije Universiteit Amsterdam, 2024 |
| ISBN: | 978-90-361-0712-9 |
| Other identifiers: | 10.5463/thesis.589 [DOI] hdl:1871.1/31025f93-4ce0-4333-9f04-838ba3d6608e [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014512213