Aggregation and model construction for volatility models:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Oxford
Nuffield College
1998
|
| Schriftenreihe: | Discussion papers in economics
141 |
| Schlagworte: | |
| Beschreibung: | 36 S. |
Internformat
MARC
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| 100 | 1 | |a Barndorff-Nielsen, Ole E. |d 1935- |e Verfasser |0 (DE-588)123060915 |4 aut | |
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| 650 | 4 | |a Stochastic processes | |
| 650 | 4 | |a Time-series analysis |x Econometric models | |
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Datensatz im Suchindex
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| author | Barndorff-Nielsen, Ole E. 1935- Shephard, Neil |
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| id | DE-604.BV012040501 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:20:36Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008148108 |
| oclc_num | 43134366 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM |
| owner_facet | DE-19 DE-BY-UBM |
| physical | 36 S. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Nuffield College |
| record_format | marc |
| series | Discussion papers in economics |
| series2 | Discussion papers in economics |
| spelling | Barndorff-Nielsen, Ole E. 1935- Verfasser (DE-588)123060915 aut Aggregation and model construction for volatility models Ole E. Barndoff-Nielsen and Neil Shephard Oxford Nuffield College 1998 36 S. txt rdacontent n rdamedia nc rdacarrier Discussion papers in economics 141 Ökonometrisches Modell Inverse Gaussian distribution Stochastic processes Time-series analysis Econometric models Shephard, Neil Verfasser aut Discussion papers in economics 141 (DE-604)BV010321898 141 |
| spellingShingle | Barndorff-Nielsen, Ole E. 1935- Shephard, Neil Aggregation and model construction for volatility models Discussion papers in economics Ökonometrisches Modell Inverse Gaussian distribution Stochastic processes Time-series analysis Econometric models |
| title | Aggregation and model construction for volatility models |
| title_auth | Aggregation and model construction for volatility models |
| title_exact_search | Aggregation and model construction for volatility models |
| title_full | Aggregation and model construction for volatility models Ole E. Barndoff-Nielsen and Neil Shephard |
| title_fullStr | Aggregation and model construction for volatility models Ole E. Barndoff-Nielsen and Neil Shephard |
| title_full_unstemmed | Aggregation and model construction for volatility models Ole E. Barndoff-Nielsen and Neil Shephard |
| title_short | Aggregation and model construction for volatility models |
| title_sort | aggregation and model construction for volatility models |
| topic | Ökonometrisches Modell Inverse Gaussian distribution Stochastic processes Time-series analysis Econometric models |
| topic_facet | Ökonometrisches Modell Inverse Gaussian distribution Stochastic processes Time-series analysis Econometric models |
| volume_link | (DE-604)BV010321898 |
| work_keys_str_mv | AT barndorffnielsenolee aggregationandmodelconstructionforvolatilitymodels AT shephardneil aggregationandmodelconstructionforvolatilitymodels |