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Statistical methods for high-multivariate financial time series
| Metadata Label | Value |
|---|---|
| Author(s): | Audrino, Francesco |
| Publisher: | Unknown |
| Citation: | Audrino, Francesco. Statistical methods for high-multivariate financial time series. (2002). http://dx.doi.org/10.3929/ethz-a-004324184 |
| Document Type: | Doctoral and Habilitation Theses |
| Documents: |
Abstract
(78.36KB),
Fulltext
(6.22MB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Statistical methods for high-multivariate financial time series |
| Author(s) | Audrino, Francesco |
| Publication Place | Zürich |
| Publication Date | 2002 |
| Notes | Diss., Mathematische Wissenschaften ETH Zürich, Nr. 14565, 2002 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-004324184 |
| Subject(s) | Mathematical Statistics |
| Keyword(s) |
TIME SERIES ANALYSIS MATHEMATICAL STATISTICS FINANCIAL MATHEMATICS MATHEMATICAL ECONOMICS NONPARAMETRIC ESTIMATION VOLATILITY STOCK EXCHANGE QUOTATIONS RISK THEORY PROBABILITY THEORY PORTFOLIO SELECTION |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Abstract |
eth-25115-01.pdf |
application/pdf | 78.36KB |
| Fulltext |
eth-25115-02.pdf |
application/pdf | 6.22MB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=004324184 |
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E-Collection record created: Fri, 18 Apr 2008, 23:48:48 CET