Tail risk and long memory in financial markets
von M.Sc. Duc Binh Benno Nguyen
| Year of publication: |
2018
|
|---|---|
| Authors: | Nguyen, Duc Binh Benno |
| Other Persons: | Prokopczuk, Marcel (degree supervisor) ; Dierkes, Maik (degree supervisor) |
| Institutions: | Gottfried Wilhelm Leibniz Universität Hannover (degree granting) |
| Publisher: |
Hannover : Gottfried Wilhelm Leibniz Universität Hannover |
| Subject: | Asset Pricing | Long Memory | Return Predictability | Tail Risk | volatility | Volatilität | Volatility | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Risiko | Risk | Börsenkurs | Share price | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Kapitalmarktforschung |
| Extent: | 1 Online-Ressource (xix, 254 Seiten, 1572 KB) |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author ; Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Thesis: | Dissertation, Gottfried Wilhelm Leibniz Universität Hannover, 2018 |
| Notes: | Enthält mehrere Beiträge |
| Other identifiers: | 10.15488/3302 [DOI] |
| Classification: | Finanzwissenschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012173996