Synchronization of Markov chains in multivariate regime-switching models
by Raphael Vial
| Year of publication: |
2015
|
|---|---|
| Authors: | Vial, Raphael |
| Publisher: |
St. Gallen : Univ. |
| Subject: | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Multivariate Analyse | Multivariate analysis | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Mathematische Optimierung | Mathematical programming |
| Extent: | Online-Ressource (PDF-Datei: IX, 172 S.) graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | St. Gallen, Univ., Diss., 2014 |
| Notes: | Zsfassung in dt. und engl. Sprache Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010511447