Exponential COGARCH and other continuous time models: with applications to high frequency data
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
2007
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| Schlagworte: | |
| Online-Zugang: | kostenfrei https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20070411-620244-0-5 |
| Beschreibung: | München, Techn. Univ., Diss., 2007 |
| Beschreibung: | 1 Online-Ressource |
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Datensatz im Suchindex
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| dewey-full | 519.23 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.23 |
| dewey-search | 519.23 |
| dewey-sort | 3519.23 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| format | Electronic eBook |
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| spelling | Haug, Stephan 1976- Verfasser (DE-588)13311693X aut Exponential COGARCH and other continuous time models with applications to high frequency data Stephan Haug 2007 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier München, Techn. Univ., Diss., 2007 Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Finanzmathematik (DE-588)4017195-4 s Volatilität (DE-588)4268390-7 s Mathematisches Modell (DE-588)4114528-8 s Lévy-Prozess (DE-588)4463623-4 s DE-604 http://mediatum.ub.tum.de/doc/620244/document.pdf Verlag kostenfrei Volltext https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20070411-620244-0-5 Resolving-System |
| spellingShingle | Haug, Stephan 1976- Exponential COGARCH and other continuous time models with applications to high frequency data Lévy-Prozess (DE-588)4463623-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd Volatilität (DE-588)4268390-7 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4463623-4 (DE-588)4114528-8 (DE-588)4268390-7 (DE-588)4017195-4 (DE-588)4113937-9 |
| title | Exponential COGARCH and other continuous time models with applications to high frequency data |
| title_auth | Exponential COGARCH and other continuous time models with applications to high frequency data |
| title_exact_search | Exponential COGARCH and other continuous time models with applications to high frequency data |
| title_exact_search_txtP | Exponential COGARCH and other continuous time models with applications to high frequency data |
| title_full | Exponential COGARCH and other continuous time models with applications to high frequency data Stephan Haug |
| title_fullStr | Exponential COGARCH and other continuous time models with applications to high frequency data Stephan Haug |
| title_full_unstemmed | Exponential COGARCH and other continuous time models with applications to high frequency data Stephan Haug |
| title_short | Exponential COGARCH and other continuous time models |
| title_sort | exponential cogarch and other continuous time models with applications to high frequency data |
| title_sub | with applications to high frequency data |
| topic | Lévy-Prozess (DE-588)4463623-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd Volatilität (DE-588)4268390-7 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Lévy-Prozess Mathematisches Modell Volatilität Finanzmathematik Hochschulschrift |
| url | http://mediatum.ub.tum.de/doc/620244/document.pdf https://nbn-resolving.org/urn:nbn:de:bvb:91-diss-20070411-620244-0-5 |
| work_keys_str_mv | AT haugstephan exponentialcogarchandothercontinuoustimemodelswithapplicationstohighfrequencydata |