A nonlinear structural model for volatility clustering:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
Vienna
Vienna Univ. of Economics and Business Administration
2000
|
| Schriftenreihe: | Working paper series / SFB Adaptive Information Systems and Modelling in Economics and Business Administration
63 |
| Schlagworte: | |
| Beschreibung: | 20 Bl. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| author | Gaunersdorfer, Andrea Hommes, Cars H. |
| author_facet | Gaunersdorfer, Andrea Hommes, Cars H. |
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| author_sort | Gaunersdorfer, Andrea |
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| bvnumber | BV013847483 |
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| id | DE-604.BV013847483 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:53:06Z |
| institution | BVB |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009471636 |
| oclc_num | 633775354 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR |
| owner_facet | DE-355 DE-BY-UBR |
| physical | 20 Bl. graph. Darst. |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Vienna Univ. of Economics and Business Administration |
| record_format | marc |
| series2 | Working paper series / SFB Adaptive Information Systems and Modelling in Economics and Business Administration |
| spelling | Gaunersdorfer, Andrea Verfasser aut A nonlinear structural model for volatility clustering Andrea Gaunersdorfer ; Cars H. Hommes Vienna Vienna Univ. of Economics and Business Administration 2000 20 Bl. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working paper series / SFB Adaptive Information Systems and Modelling in Economics and Business Administration 63 Erwartung (DE-588)4015434-8 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Zeitreihe (DE-588)4127298-5 gnd rswk-swf Dividende (DE-588)4150311-9 gnd rswk-swf Dividende (DE-588)4150311-9 s Volatilität (DE-588)4268390-7 s Erwartung (DE-588)4015434-8 s Zeitreihe (DE-588)4127298-5 s DE-604 Hommes, Cars H. Verfasser aut SFB Adaptive Information Systems and Modelling in Economics and Business Administration Working paper series 63 (DE-604)BV013835237 63 |
| spellingShingle | Gaunersdorfer, Andrea Hommes, Cars H. A nonlinear structural model for volatility clustering Erwartung (DE-588)4015434-8 gnd Volatilität (DE-588)4268390-7 gnd Zeitreihe (DE-588)4127298-5 gnd Dividende (DE-588)4150311-9 gnd |
| subject_GND | (DE-588)4015434-8 (DE-588)4268390-7 (DE-588)4127298-5 (DE-588)4150311-9 |
| title | A nonlinear structural model for volatility clustering |
| title_auth | A nonlinear structural model for volatility clustering |
| title_exact_search | A nonlinear structural model for volatility clustering |
| title_full | A nonlinear structural model for volatility clustering Andrea Gaunersdorfer ; Cars H. Hommes |
| title_fullStr | A nonlinear structural model for volatility clustering Andrea Gaunersdorfer ; Cars H. Hommes |
| title_full_unstemmed | A nonlinear structural model for volatility clustering Andrea Gaunersdorfer ; Cars H. Hommes |
| title_short | A nonlinear structural model for volatility clustering |
| title_sort | a nonlinear structural model for volatility clustering |
| topic | Erwartung (DE-588)4015434-8 gnd Volatilität (DE-588)4268390-7 gnd Zeitreihe (DE-588)4127298-5 gnd Dividende (DE-588)4150311-9 gnd |
| topic_facet | Erwartung Volatilität Zeitreihe Dividende |
| volume_link | (DE-604)BV013835237 |
| work_keys_str_mv | AT gaunersdorferandrea anonlinearstructuralmodelforvolatilityclustering AT hommescarsh anonlinearstructuralmodelforvolatilityclustering |