Statistical aspects of ARCH and stochastic volatility:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Oxford
Nuffield College Oxford
1995
|
| Schriftenreihe: | Discussion papers in economics
94 |
| Schlagworte: | |
| Beschreibung: | 60 S. graph. Darst. |
Internformat
MARC
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| 100 | 1 | |a Shepard, Neil |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Statistical aspects of ARCH and stochastic volatility |c Neil Shephard |
| 264 | 1 | |a Oxford |b Nuffield College Oxford |c 1995 | |
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| 650 | 7 | |a Economics, economic history and consumer affairs |2 sigle | |
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Datensatz im Suchindex
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| id | DE-604.BV010355173 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:51:05Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006894007 |
| oclc_num | 60288320 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM |
| owner_facet | DE-19 DE-BY-UBM |
| physical | 60 S. graph. Darst. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| publisher | Nuffield College Oxford |
| record_format | marc |
| series | Discussion papers in economics |
| series2 | Discussion papers in economics |
| spelling | Shepard, Neil Verfasser aut Statistical aspects of ARCH and stochastic volatility Neil Shephard Oxford Nuffield College Oxford 1995 60 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion papers in economics 94 Applied statistics, operational research sigle Banking and finance sigle Economics, economic history and consumer affairs sigle Steuer Wirtschaft Economics Finance Mathematical statistics Operations research Taxation ARCH-Prozess (DE-588)4346437-3 gnd rswk-swf Kapitalmarkttheorie (DE-588)4137411-3 gnd rswk-swf Kapitalmarkttheorie (DE-588)4137411-3 s ARCH-Prozess (DE-588)4346437-3 s DE-604 Discussion papers in economics 94 (DE-604)BV010321898 94 |
| spellingShingle | Shepard, Neil Statistical aspects of ARCH and stochastic volatility Discussion papers in economics Applied statistics, operational research sigle Banking and finance sigle Economics, economic history and consumer affairs sigle Steuer Wirtschaft Economics Finance Mathematical statistics Operations research Taxation ARCH-Prozess (DE-588)4346437-3 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd |
| subject_GND | (DE-588)4346437-3 (DE-588)4137411-3 |
| title | Statistical aspects of ARCH and stochastic volatility |
| title_auth | Statistical aspects of ARCH and stochastic volatility |
| title_exact_search | Statistical aspects of ARCH and stochastic volatility |
| title_full | Statistical aspects of ARCH and stochastic volatility Neil Shephard |
| title_fullStr | Statistical aspects of ARCH and stochastic volatility Neil Shephard |
| title_full_unstemmed | Statistical aspects of ARCH and stochastic volatility Neil Shephard |
| title_short | Statistical aspects of ARCH and stochastic volatility |
| title_sort | statistical aspects of arch and stochastic volatility |
| topic | Applied statistics, operational research sigle Banking and finance sigle Economics, economic history and consumer affairs sigle Steuer Wirtschaft Economics Finance Mathematical statistics Operations research Taxation ARCH-Prozess (DE-588)4346437-3 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd |
| topic_facet | Applied statistics, operational research Banking and finance Economics, economic history and consumer affairs Steuer Wirtschaft Economics Finance Mathematical statistics Operations research Taxation ARCH-Prozess Kapitalmarkttheorie |
| volume_link | (DE-604)BV010321898 |
| work_keys_str_mv | AT shepardneil statisticalaspectsofarchandstochasticvolatility |