Some asymptotic results on non-standard likelihood ratio tests, and Cox process modeling in finance
vorgelegt von Alexander Szimayer
| Year of publication: |
2002 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Szimayer, Alexander (contributor) |
| Publisher: |
Bonn : Univ. |
| Subject: | Cox process | Statistischer Test | Statistical test | ARCH-Modell | ARCH model | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Mean Reversion | Mean reversion | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Unternehmensanleihe | Corporate bond | Risikoprämie | Risk premium | Kreditrisiko | Credit risk | CAPM | Aktienoption | Stock option |
freely available
| Extent: | Online-Ressource, II, 106 p., text ill |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Bonn, Univ., Diss., 2002 |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001758056