The Pareto stable distribution as a hypothesis for returns of stocks listed in the DAX:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
Hamburg
Kovač
2006
|
| Schriftenreihe: | Schriftenreihe Finanzmanagement
35 |
| Schlagworte: | |
| Online-Zugang: | Ausführliche Beschreibung Inhaltsverzeichnis |
| Beschreibung: | Zugl.: Karlsruhe, Univ., Diss., 2006 |
| Beschreibung: | XXV, 354 S. graph. Darst. 210 mm x 150 mm, 499 gr. |
| ISBN: | 9783830024910 3830024916 |
Internformat
MARC
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Datensatz im Suchindex
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| adam_text | Contents
1
1.1 Outline .......................... 1
1.1.1
1.1.2
1.2
1.2.1 DAX
1.2.2
1.2.3
1.2.4
1.2.5
2
2.1
2.2
2.2.1
2.2.2
2.3
2.3.1
2.3.2
Contents
3 Univariate
3.1
3.2
3.2.1
3.2.2
3.2.3
3.3
3.3.1
3.3.2
3.4
3.4.1
3.5
3.6
3.6.1
3.7
3.7.1
3.7.2
3.8
3.8.1
3.8.2
4
4.1
4.1.1
4.1.2
4.1.3
4.1.4
4.1.5
Contents
4.2
4.2.1
4.2.2
4.2.3
4.2.4
5
5.1
5.1.1
5.1.2
5.1.3
5.2
5.2.1
5.2.2
6
6.1
6.2
6.3
dates
7
7.1
7.2
7.3
8
8.1
8.1.1
Contents
8.1.2 Review
8.1.3 Review
8.1.4
8.1.5
8.1.6
8.1.7
8.2
A The data vectors
A.I data length
A.2 Goodness-of-fit test results
A.3 Momentplots
A.4 Quantile plots
A.5 Kernel density plots
В
B.I Hill estimation
B.2 Maximum likelihood estimation
B.3 Quantile estimation
B.4 Characteristic function based estimation
B.5 Confidence regions of parameter estimates
С
C.I SACFandSPACF
C.2
C.3 Spectral analysis
D GARCH results
D.I ARCH tests and GARCH fits
Contents
D.2
E Backtesting
E.
E.2 GARCH
F
F. 1
F.2 International stocks
|
| adam_txt |
Contents
1
1.1 Outline . 1
1.1.1
1.1.2
1.2
1.2.1 DAX
1.2.2
1.2.3
1.2.4
1.2.5
2
2.1
2.2
2.2.1
2.2.2
2.3
2.3.1
2.3.2
Contents
3 Univariate
3.1
3.2
3.2.1
3.2.2
3.2.3
3.3
3.3.1
3.3.2
3.4
3.4.1
3.5
3.6
3.6.1
3.7
3.7.1
3.7.2
3.8
3.8.1
3.8.2
4
4.1
4.1.1
4.1.2
4.1.3
4.1.4
4.1.5
Contents
4.2
4.2.1
4.2.2
4.2.3
4.2.4
5
5.1
5.1.1
5.1.2
5.1.3
5.2
5.2.1
5.2.2
6
6.1
6.2
6.3
dates
7
7.1
7.2
7.3
8
8.1
8.1.1
Contents
8.1.2 Review
8.1.3 Review
8.1.4
8.1.5
8.1.6
8.1.7
8.2
A The data vectors
A.I data length
A.2 Goodness-of-fit test results
A.3 Momentplots
A.4 Quantile plots
A.5 Kernel density plots
В
B.I Hill estimation
B.2 Maximum likelihood estimation
B.3 Quantile estimation
B.4 Characteristic function based estimation
B.5 Confidence regions of parameter estimates
С
C.I SACFandSPACF
C.2
C.3 Spectral analysis
D GARCH results
D.I ARCH tests and GARCH fits
Contents
D.2
E Backtesting
E.
E.2 GARCH
F
F. 1
F.2 International stocks |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Höchstötter, Markus |
| author_facet | Höchstötter, Markus |
| author_role | aut |
| author_sort | Höchstötter, Markus |
| author_variant | m h mh |
| building | Verbundindex |
| bvnumber | BV021713614 |
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.632220943 |
| dewey-search | 332.632220943 |
| dewey-sort | 3332.632220943 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| era | Geschichte 1988-2003 gnd |
| era_facet | Geschichte 1988-2003 |
| format | Book |
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| id | DE-604.BV021713614 |
| illustrated | Illustrated |
| index_date | 2024-07-02T15:21:19Z |
| indexdate | 2024-07-09T20:42:18Z |
| institution | BVB |
| isbn | 9783830024910 3830024916 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014927380 |
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| physical | XXV, 354 S. graph. Darst. 210 mm x 150 mm, 499 gr. |
| publishDate | 2006 |
| publishDateSearch | 2006 |
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| publisher | Kovač |
| record_format | marc |
| series | Schriftenreihe Finanzmanagement |
| series2 | Schriftenreihe Finanzmanagement |
| spelling | Höchstötter, Markus Verfasser aut The Pareto stable distribution as a hypothesis for returns of stocks listed in the DAX Markus Höchstötter Hamburg Kovač 2006 XXV, 354 S. graph. Darst. 210 mm x 150 mm, 499 gr. txt rdacontent n rdamedia nc rdacarrier Schriftenreihe Finanzmanagement 35 Zugl.: Karlsruhe, Univ., Diss., 2006 Geschichte 1988-2003 gnd rswk-swf Aktienrendite (DE-588)4126593-2 gnd rswk-swf Heavy-tailed Verteilung (DE-588)4747317-4 gnd rswk-swf GARCH-Prozess (DE-588)4346436-1 gnd rswk-swf Deutscher Aktienindex (DE-588)4266832-3 gnd rswk-swf Stabile Verteilung (DE-588)4306935-6 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Deutscher Aktienindex (DE-588)4266832-3 s Aktienrendite (DE-588)4126593-2 s Geschichte 1988-2003 z Stabile Verteilung (DE-588)4306935-6 s Heavy-tailed Verteilung (DE-588)4747317-4 s GARCH-Prozess (DE-588)4346436-1 s DE-604 Schriftenreihe Finanzmanagement 35 (DE-604)BV013087358 35 text/html http://www.verlagdrkovac.de/3-8300-2491-6.htm Ausführliche Beschreibung Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014927380&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Höchstötter, Markus The Pareto stable distribution as a hypothesis for returns of stocks listed in the DAX Schriftenreihe Finanzmanagement Aktienrendite (DE-588)4126593-2 gnd Heavy-tailed Verteilung (DE-588)4747317-4 gnd GARCH-Prozess (DE-588)4346436-1 gnd Deutscher Aktienindex (DE-588)4266832-3 gnd Stabile Verteilung (DE-588)4306935-6 gnd |
| subject_GND | (DE-588)4126593-2 (DE-588)4747317-4 (DE-588)4346436-1 (DE-588)4266832-3 (DE-588)4306935-6 (DE-588)4113937-9 |
| title | The Pareto stable distribution as a hypothesis for returns of stocks listed in the DAX |
| title_auth | The Pareto stable distribution as a hypothesis for returns of stocks listed in the DAX |
| title_exact_search | The Pareto stable distribution as a hypothesis for returns of stocks listed in the DAX |
| title_exact_search_txtP | The Pareto stable distribution as a hypothesis for returns of stocks listed in the DAX |
| title_full | The Pareto stable distribution as a hypothesis for returns of stocks listed in the DAX Markus Höchstötter |
| title_fullStr | The Pareto stable distribution as a hypothesis for returns of stocks listed in the DAX Markus Höchstötter |
| title_full_unstemmed | The Pareto stable distribution as a hypothesis for returns of stocks listed in the DAX Markus Höchstötter |
| title_short | The Pareto stable distribution as a hypothesis for returns of stocks listed in the DAX |
| title_sort | the pareto stable distribution as a hypothesis for returns of stocks listed in the dax |
| topic | Aktienrendite (DE-588)4126593-2 gnd Heavy-tailed Verteilung (DE-588)4747317-4 gnd GARCH-Prozess (DE-588)4346436-1 gnd Deutscher Aktienindex (DE-588)4266832-3 gnd Stabile Verteilung (DE-588)4306935-6 gnd |
| topic_facet | Aktienrendite Heavy-tailed Verteilung GARCH-Prozess Deutscher Aktienindex Stabile Verteilung Hochschulschrift |
| url | http://www.verlagdrkovac.de/3-8300-2491-6.htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014927380&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV013087358 |
| work_keys_str_mv | AT hochstottermarkus theparetostabledistributionasahypothesisforreturnsofstockslistedinthedax |