Modelling scale consistent VaR with the truncated Lévy flight:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
CEPR
2001
|
| Schriftenreihe: | Centre for Economic Policy Research <London>: Discussion paper series
2711 : Financial economics |
| Schlagworte: | |
| Beschreibung: | 27, [10] S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV013680462 | ||
| 003 | DE-604 | ||
| 005 | 20010410 | ||
| 007 | t | ||
| 008 | 010410s2001 xxkd||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)248730535 | ||
| 035 | |a (DE-599)BVBBV013680462 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxk |c XA-GB | ||
| 049 | |a DE-473 |a DE-521 | ||
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 100 | 1 | |a Lehnert, Thorsten |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Modelling scale consistent VaR with the truncated Lévy flight |c Thorsten Lehnert ; Christian C. P. Wolff |
| 264 | 1 | |a London |b CEPR |c 2001 | |
| 300 | |a 27, [10] S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Centre for Economic Policy Research <London>: Discussion paper series |v 2711 : Financial economics | |
| 648 | 4 | |a 1984-2000 | |
| 650 | 4 | |a Börsenkurs / Volatilität / ARCH-Modell / VAR-Modell / Schätzung / USA / Großbritannien / Japan / Hongkong | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Stocks |x Prices |x Mathematical models | |
| 700 | 1 | |a Wolff, Christian C. P. |e Verfasser |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |
| 830 | 0 | |a Centre for Economic Policy Research <London>: Discussion paper series |v 2711 : Financial economics |w (DE-604)BV023545932 |9 2711 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-009347442 | ||
Datensatz im Suchindex
| _version_ | 1804128493275971584 |
|---|---|
| any_adam_object | |
| author | Lehnert, Thorsten Wolff, Christian C. P. |
| author_facet | Lehnert, Thorsten Wolff, Christian C. P. |
| author_role | aut aut |
| author_sort | Lehnert, Thorsten |
| author_variant | t l tl c c p w ccp ccpw |
| building | Verbundindex |
| bvnumber | BV013680462 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)248730535 (DE-599)BVBBV013680462 |
| discipline | Wirtschaftswissenschaften |
| era | 1984-2000 |
| era_facet | 1984-2000 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01391nam a2200361 cb4500</leader><controlfield tag="001">BV013680462</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20010410 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">010410s2001 xxkd||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)248730535</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV013680462</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">xxk</subfield><subfield code="c">XA-GB</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-473</subfield><subfield code="a">DE-521</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QB 910</subfield><subfield code="0">(DE-625)141231:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Lehnert, Thorsten</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Modelling scale consistent VaR with the truncated Lévy flight</subfield><subfield code="c">Thorsten Lehnert ; Christian C. P. Wolff</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">London</subfield><subfield code="b">CEPR</subfield><subfield code="c">2001</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">27, [10] 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">Centre for Economic Policy Research <London>: Discussion paper series</subfield><subfield code="v">2711 : Financial economics</subfield></datafield><datafield tag="648" ind1=" " ind2="4"><subfield code="a">1984-2000</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Börsenkurs / Volatilität / ARCH-Modell / VAR-Modell / Schätzung / USA / Großbritannien / Japan / Hongkong</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stocks</subfield><subfield code="x">Prices</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Wolff, Christian C. P.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Centre for Economic Policy Research <London>: Discussion paper series</subfield><subfield code="v">2711 : Financial economics</subfield><subfield code="w">(DE-604)BV023545932</subfield><subfield code="9">2711</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-009347442</subfield></datafield></record></collection> |
| id | DE-604.BV013680462 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:50:07Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009347442 |
| oclc_num | 248730535 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG DE-521 |
| owner_facet | DE-473 DE-BY-UBG DE-521 |
| physical | 27, [10] S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | CEPR |
| record_format | marc |
| series | Centre for Economic Policy Research <London>: Discussion paper series |
| series2 | Centre for Economic Policy Research <London>: Discussion paper series |
| spelling | Lehnert, Thorsten Verfasser aut Modelling scale consistent VaR with the truncated Lévy flight Thorsten Lehnert ; Christian C. P. Wolff London CEPR 2001 27, [10] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Centre for Economic Policy Research <London>: Discussion paper series 2711 : Financial economics 1984-2000 Börsenkurs / Volatilität / ARCH-Modell / VAR-Modell / Schätzung / USA / Großbritannien / Japan / Hongkong Mathematisches Modell Stocks Prices Mathematical models Wolff, Christian C. P. Verfasser aut Erscheint auch als Online-Ausgabe Centre for Economic Policy Research <London>: Discussion paper series 2711 : Financial economics (DE-604)BV023545932 2711 |
| spellingShingle | Lehnert, Thorsten Wolff, Christian C. P. Modelling scale consistent VaR with the truncated Lévy flight Centre for Economic Policy Research <London>: Discussion paper series Börsenkurs / Volatilität / ARCH-Modell / VAR-Modell / Schätzung / USA / Großbritannien / Japan / Hongkong Mathematisches Modell Stocks Prices Mathematical models |
| title | Modelling scale consistent VaR with the truncated Lévy flight |
| title_auth | Modelling scale consistent VaR with the truncated Lévy flight |
| title_exact_search | Modelling scale consistent VaR with the truncated Lévy flight |
| title_full | Modelling scale consistent VaR with the truncated Lévy flight Thorsten Lehnert ; Christian C. P. Wolff |
| title_fullStr | Modelling scale consistent VaR with the truncated Lévy flight Thorsten Lehnert ; Christian C. P. Wolff |
| title_full_unstemmed | Modelling scale consistent VaR with the truncated Lévy flight Thorsten Lehnert ; Christian C. P. Wolff |
| title_short | Modelling scale consistent VaR with the truncated Lévy flight |
| title_sort | modelling scale consistent var with the truncated levy flight |
| topic | Börsenkurs / Volatilität / ARCH-Modell / VAR-Modell / Schätzung / USA / Großbritannien / Japan / Hongkong Mathematisches Modell Stocks Prices Mathematical models |
| topic_facet | Börsenkurs / Volatilität / ARCH-Modell / VAR-Modell / Schätzung / USA / Großbritannien / Japan / Hongkong Mathematisches Modell Stocks Prices Mathematical models |
| volume_link | (DE-604)BV023545932 |
| work_keys_str_mv | AT lehnertthorsten modellingscaleconsistentvarwiththetruncatedlevyflight AT wolffchristiancp modellingscaleconsistentvarwiththetruncatedlevyflight |