Stochastic volatility in financial markets: crossing the bridge to continuous time
Gespeichert in:
Hauptverfasser: | , |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Boston [u.a.]
Kluwer
2000
|
Schriftenreihe: | Dynamic modeling and econometrics in economics and finance
3 |
Schlagworte: | |
Beschreibung: | IX, 145 S. graph. Darst. |
ISBN: | 0792378423 |
Internformat
MARC
LEADER | 00000nam a2200000 cb4500 | ||
---|---|---|---|
001 | BV013392343 | ||
003 | DE-604 | ||
005 | 20001017 | ||
007 | t | ||
008 | 001017s2000 xxud||| |||| 00||| eng d | ||
020 | |a 0792378423 |9 0-7923-7842-3 | ||
035 | |a (OCoLC)43599212 | ||
035 | |a (DE-599)BVBBV013392343 | ||
040 | |a DE-604 |b ger |e rakwb | ||
041 | 0 | |a eng | |
044 | |a xxu |c XD-US | ||
049 | |a DE-12 |a DE-521 |a DE-19 | ||
050 | 0 | |a HG173.F67 2000 | |
082 | 0 | |a 332/.01/5195 21 | |
082 | 0 | |a 332/.01/5195 |2 21 | |
084 | |a QK 600 |0 (DE-625)141666: |2 rvk | ||
100 | 1 | |a Fornari, Fabio |e Verfasser |4 aut | |
245 | 1 | 0 | |a Stochastic volatility in financial markets |b crossing the bridge to continuous time |c Fabio Fornari and Antonio Mele |
264 | 1 | |a Boston [u.a.] |b Kluwer |c 2000 | |
300 | |a IX, 145 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 1 | |a Dynamic modeling and econometrics in economics and finance |v 3 | |
650 | 4 | |a Analyse stochastique | |
650 | 7 | |a Analyse stochastique |2 ram | |
650 | 7 | |a Análise estocastica |2 larpcal | |
650 | 7 | |a Econometria |2 larpcal | |
650 | 4 | |a Finances - Modèles économétriques | |
650 | 7 | |a Finances - Modèles économétriques |2 ram | |
650 | 7 | |a Finanças |2 larpcal | |
650 | 7 | |a Kapitaalmarkt |2 gtt | |
650 | 4 | |a Marché financier - Modèles économétriques | |
650 | 7 | |a Marché financier - Modèles économétriques |2 ram | |
650 | 7 | |a Mercado de capitais |2 larpcal | |
650 | 7 | |a Stochastische modellen |2 gtt | |
650 | 4 | |a Ökonometrisches Modell | |
650 | 4 | |a Finance -- Econometric models | |
650 | 4 | |a Capital market -- Econometric models | |
650 | 4 | |a Stochastic analysis | |
650 | 0 | 7 | |a Volatilität |0 (DE-588)4268390-7 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Kapitalmarkt |0 (DE-588)4029578-3 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Stochastische Analysis |0 (DE-588)4132272-1 |2 gnd |9 rswk-swf |
689 | 0 | 0 | |a Kapitalmarkt |0 (DE-588)4029578-3 |D s |
689 | 0 | 1 | |a Volatilität |0 (DE-588)4268390-7 |D s |
689 | 0 | 2 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |D s |
689 | 0 | 3 | |a Stochastische Analysis |0 (DE-588)4132272-1 |D s |
689 | 0 | |5 DE-604 | |
700 | 1 | |a Mele, Antonio |e Verfasser |4 aut | |
830 | 0 | |a Dynamic modeling and econometrics in economics and finance |v 3 |w (DE-604)BV012605915 |9 3 | |
999 | |a oai:aleph.bib-bvb.de:BVB01-009135870 |
Datensatz im Suchindex
_version_ | 1804128174081048576 |
---|---|
any_adam_object | |
author | Fornari, Fabio Mele, Antonio |
author_facet | Fornari, Fabio Mele, Antonio |
author_role | aut aut |
author_sort | Fornari, Fabio |
author_variant | f f ff a m am |
building | Verbundindex |
bvnumber | BV013392343 |
callnumber-first | H - Social Science |
callnumber-label | HG173 |
callnumber-raw | HG173.F67 2000 |
callnumber-search | HG173.F67 2000 |
callnumber-sort | HG 3173 F67 42000 |
callnumber-subject | HG - Finance |
classification_rvk | QK 600 |
ctrlnum | (OCoLC)43599212 (DE-599)BVBBV013392343 |
dewey-full | 332/.01/519521 332/.01/5195 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332/.01/5195 21 332/.01/5195 |
dewey-search | 332/.01/5195 21 332/.01/5195 |
dewey-sort | 3332 11 45195 221 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Book |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02429nam a2200649 cb4500</leader><controlfield tag="001">BV013392343</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20001017 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">001017s2000 xxud||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0792378423</subfield><subfield code="9">0-7923-7842-3</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)43599212</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV013392343</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-19</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG173.F67 2000</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332/.01/5195 21</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332/.01/5195</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 600</subfield><subfield code="0">(DE-625)141666:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Fornari, Fabio</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic volatility in financial markets</subfield><subfield code="b">crossing the bridge to continuous time</subfield><subfield code="c">Fabio Fornari and Antonio Mele</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Boston [u.a.]</subfield><subfield code="b">Kluwer</subfield><subfield code="c">2000</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">IX, 145 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Dynamic modeling and econometrics in economics and finance</subfield><subfield code="v">3</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Analyse stochastique</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Analyse stochastique</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Análise estocastica</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Econometria</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finances - Modèles économétriques</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Finances - Modèles économétriques</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Finanças</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Kapitaalmarkt</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Marché financier - Modèles économétriques</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Marché financier - Modèles économétriques</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Mercado de capitais</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Stochastische modellen</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance -- Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital market -- Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic analysis</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Volatilität</subfield><subfield code="0">(DE-588)4268390-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kapitalmarkt</subfield><subfield code="0">(DE-588)4029578-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Analysis</subfield><subfield code="0">(DE-588)4132272-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kapitalmarkt</subfield><subfield code="0">(DE-588)4029578-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Volatilität</subfield><subfield code="0">(DE-588)4268390-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Stochastische Analysis</subfield><subfield code="0">(DE-588)4132272-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Mele, Antonio</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Dynamic modeling and econometrics in economics and finance</subfield><subfield code="v">3</subfield><subfield code="w">(DE-604)BV012605915</subfield><subfield code="9">3</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-009135870</subfield></datafield></record></collection> |
id | DE-604.BV013392343 |
illustrated | Illustrated |
indexdate | 2024-07-09T18:45:03Z |
institution | BVB |
isbn | 0792378423 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009135870 |
oclc_num | 43599212 |
open_access_boolean | |
owner | DE-12 DE-521 DE-19 DE-BY-UBM |
owner_facet | DE-12 DE-521 DE-19 DE-BY-UBM |
physical | IX, 145 S. graph. Darst. |
publishDate | 2000 |
publishDateSearch | 2000 |
publishDateSort | 2000 |
publisher | Kluwer |
record_format | marc |
series | Dynamic modeling and econometrics in economics and finance |
series2 | Dynamic modeling and econometrics in economics and finance |
spelling | Fornari, Fabio Verfasser aut Stochastic volatility in financial markets crossing the bridge to continuous time Fabio Fornari and Antonio Mele Boston [u.a.] Kluwer 2000 IX, 145 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Dynamic modeling and econometrics in economics and finance 3 Analyse stochastique Analyse stochastique ram Análise estocastica larpcal Econometria larpcal Finances - Modèles économétriques Finances - Modèles économétriques ram Finanças larpcal Kapitaalmarkt gtt Marché financier - Modèles économétriques Marché financier - Modèles économétriques ram Mercado de capitais larpcal Stochastische modellen gtt Ökonometrisches Modell Finance -- Econometric models Capital market -- Econometric models Stochastic analysis Volatilität (DE-588)4268390-7 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 s Volatilität (DE-588)4268390-7 s Ökonometrisches Modell (DE-588)4043212-9 s Stochastische Analysis (DE-588)4132272-1 s DE-604 Mele, Antonio Verfasser aut Dynamic modeling and econometrics in economics and finance 3 (DE-604)BV012605915 3 |
spellingShingle | Fornari, Fabio Mele, Antonio Stochastic volatility in financial markets crossing the bridge to continuous time Dynamic modeling and econometrics in economics and finance Analyse stochastique Analyse stochastique ram Análise estocastica larpcal Econometria larpcal Finances - Modèles économétriques Finances - Modèles économétriques ram Finanças larpcal Kapitaalmarkt gtt Marché financier - Modèles économétriques Marché financier - Modèles économétriques ram Mercado de capitais larpcal Stochastische modellen gtt Ökonometrisches Modell Finance -- Econometric models Capital market -- Econometric models Stochastic analysis Volatilität (DE-588)4268390-7 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Kapitalmarkt (DE-588)4029578-3 gnd Stochastische Analysis (DE-588)4132272-1 gnd |
subject_GND | (DE-588)4268390-7 (DE-588)4043212-9 (DE-588)4029578-3 (DE-588)4132272-1 |
title | Stochastic volatility in financial markets crossing the bridge to continuous time |
title_auth | Stochastic volatility in financial markets crossing the bridge to continuous time |
title_exact_search | Stochastic volatility in financial markets crossing the bridge to continuous time |
title_full | Stochastic volatility in financial markets crossing the bridge to continuous time Fabio Fornari and Antonio Mele |
title_fullStr | Stochastic volatility in financial markets crossing the bridge to continuous time Fabio Fornari and Antonio Mele |
title_full_unstemmed | Stochastic volatility in financial markets crossing the bridge to continuous time Fabio Fornari and Antonio Mele |
title_short | Stochastic volatility in financial markets |
title_sort | stochastic volatility in financial markets crossing the bridge to continuous time |
title_sub | crossing the bridge to continuous time |
topic | Analyse stochastique Analyse stochastique ram Análise estocastica larpcal Econometria larpcal Finances - Modèles économétriques Finances - Modèles économétriques ram Finanças larpcal Kapitaalmarkt gtt Marché financier - Modèles économétriques Marché financier - Modèles économétriques ram Mercado de capitais larpcal Stochastische modellen gtt Ökonometrisches Modell Finance -- Econometric models Capital market -- Econometric models Stochastic analysis Volatilität (DE-588)4268390-7 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Kapitalmarkt (DE-588)4029578-3 gnd Stochastische Analysis (DE-588)4132272-1 gnd |
topic_facet | Analyse stochastique Análise estocastica Econometria Finances - Modèles économétriques Finanças Kapitaalmarkt Marché financier - Modèles économétriques Mercado de capitais Stochastische modellen Ökonometrisches Modell Finance -- Econometric models Capital market -- Econometric models Stochastic analysis Volatilität Kapitalmarkt Stochastische Analysis |
volume_link | (DE-604)BV012605915 |
work_keys_str_mv | AT fornarifabio stochasticvolatilityinfinancialmarketscrossingthebridgetocontinuoustime AT meleantonio stochasticvolatilityinfinancialmarketscrossingthebridgetocontinuoustime |