Statistical methods for high-multivariate financial time series

Metadata Label Value
Autor(en): Audrino, Francesco
Verlag: Unbekannt
Zitierweise:

Audrino, Francesco. Statistical methods for high-multivariate financial time series. (2002). http://dx.doi.org/10.3929/ethz-a-004324184

Dokumententyp: Dissertationen und Habilitationen  
Dokumente: Abstract (78.36KB), Fulltext (6.22MB)
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Metadaten Beschreibung
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) Mathematische Statistik
Keyword(s) ZEITREIHENANALYSE
MATHEMATISCHE STATISTIK
FINANZMATHEMATIK
WIRTSCHAFTSMATHEMATIK
NICHTPARAMETRISCHE SCHÄTZUNG
VOLATILITÄT
BÖRSENKURSE
RISIKOTHEORIE
WAHRSCHEINLICHKEITSRECHNUNG
PORTFOLIOTHEORIE
OPERATIONS RESEARCH
Beschreibung Dateiname MIME Type Grösse
Abstract   eth-25115-01.pdf application/pdf 78.36KB
Fulltext   eth-25115-02.pdf application/pdf 6.22MB
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E-Collection record created: Fri, 18 Apr 2008, 23:48:48 CET