Long memory with Markov-switching GARCH:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Munich
CESifo
2008
|
| Series: | CESifo working papers
2225 : Category 10, Empirical and theoretical methods |
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | Literaturverz. S. 8 - 9 |
| Physical Description: | 9 S. |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV023292195 | ||
| 003 | DE-604 | ||
| 005 | 20150303 | ||
| 007 | t | ||
| 008 | 080507s2008 gw |||| 00||| eng d | ||
| 016 | 7 | |a 988098814 |2 DE-101 | |
| 035 | |a (OCoLC)244029850 | ||
| 035 | |a (DE-599)GBV56060839X | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c XA-DE | ||
| 049 | |a DE-706 |a DE-19 |a DE-12 |a DE-355 |a DE-521 | ||
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 084 | |a 330 |2 sdnb | ||
| 100 | 1 | |a Krämer, Walter |d 1948- |e Verfasser |0 (DE-588)121386767 |4 aut | |
| 245 | 1 | 0 | |a Long memory with Markov-switching GARCH |c Walter Krämer |
| 264 | 1 | |a Munich |b CESifo |c 2008 | |
| 300 | |a 9 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a CESifo working papers |v 2225 : Category 10, Empirical and theoretical methods | |
| 500 | |a Literaturverz. S. 8 - 9 | ||
| 650 | 0 | 7 | |a Hidden-Markov-Modell |0 (DE-588)4352479-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a GARCH-Prozess |0 (DE-588)4346436-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Hidden-Markov-Modell |0 (DE-588)4352479-5 |D s |
| 689 | 0 | 1 | |a GARCH-Prozess |0 (DE-588)4346436-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 830 | 0 | |a CESifo working papers |v 2225 : Category 10, Empirical and theoretical methods |w (DE-604)BV013978326 |9 2225 | |
| 856 | 4 | 1 | |u http://www.cesifo-group.de/DocDL/cesifo1_wp2225.pdf |x Verlag |z kostenfrei |3 Volltext |
| 912 | |a ebook | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-016476784 | ||
Record in the Search Index
| _version_ | 1804137616122052608 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Krämer, Walter 1948- |
| author_GND | (DE-588)121386767 |
| author_facet | Krämer, Walter 1948- |
| author_role | aut |
| author_sort | Krämer, Walter 1948- |
| author_variant | w k wk |
| building | Verbundindex |
| bvnumber | BV023292195 |
| classification_rvk | QB 910 |
| collection | ebook |
| ctrlnum | (OCoLC)244029850 (DE-599)GBV56060839X |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01457nam a2200409 cb4500</leader><controlfield tag="001">BV023292195</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20150303 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">080507s2008 gw |||| 00||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">988098814</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)244029850</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)GBV56060839X</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-706</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-355</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="084" ind1=" " ind2=" "><subfield code="a">330</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Krämer, Walter</subfield><subfield code="d">1948-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)121386767</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Long memory with Markov-switching GARCH</subfield><subfield code="c">Walter Krämer</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Munich</subfield><subfield code="b">CESifo</subfield><subfield code="c">2008</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">9 S.</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">CESifo working papers</subfield><subfield code="v">2225 : Category 10, Empirical and theoretical methods</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturverz. S. 8 - 9</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Hidden-Markov-Modell</subfield><subfield code="0">(DE-588)4352479-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">GARCH-Prozess</subfield><subfield code="0">(DE-588)4346436-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Hidden-Markov-Modell</subfield><subfield code="0">(DE-588)4352479-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">GARCH-Prozess</subfield><subfield code="0">(DE-588)4346436-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">CESifo working papers</subfield><subfield code="v">2225 : Category 10, Empirical and theoretical methods</subfield><subfield code="w">(DE-604)BV013978326</subfield><subfield code="9">2225</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://www.cesifo-group.de/DocDL/cesifo1_wp2225.pdf</subfield><subfield code="x">Verlag</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ebook</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016476784</subfield></datafield></record></collection> |
| id | DE-604.BV023292195 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T20:43:34Z |
| indexdate | 2024-07-09T21:15:07Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016476784 |
| oclc_num | 244029850 |
| open_access_boolean | 1 |
| owner | DE-706 DE-19 DE-BY-UBM DE-12 DE-355 DE-BY-UBR DE-521 |
| owner_facet | DE-706 DE-19 DE-BY-UBM DE-12 DE-355 DE-BY-UBR DE-521 |
| physical | 9 S. |
| psigel | ebook |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | CESifo |
| record_format | marc |
| series | CESifo working papers |
| series2 | CESifo working papers |
| spelling | Krämer, Walter 1948- Verfasser (DE-588)121386767 aut Long memory with Markov-switching GARCH Walter Krämer Munich CESifo 2008 9 S. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 2225 : Category 10, Empirical and theoretical methods Literaturverz. S. 8 - 9 Hidden-Markov-Modell (DE-588)4352479-5 gnd rswk-swf GARCH-Prozess (DE-588)4346436-1 gnd rswk-swf Hidden-Markov-Modell (DE-588)4352479-5 s GARCH-Prozess (DE-588)4346436-1 s DE-604 CESifo working papers 2225 : Category 10, Empirical and theoretical methods (DE-604)BV013978326 2225 http://www.cesifo-group.de/DocDL/cesifo1_wp2225.pdf Verlag kostenfrei Volltext |
| spellingShingle | Krämer, Walter 1948- Long memory with Markov-switching GARCH CESifo working papers Hidden-Markov-Modell (DE-588)4352479-5 gnd GARCH-Prozess (DE-588)4346436-1 gnd |
| subject_GND | (DE-588)4352479-5 (DE-588)4346436-1 |
| title | Long memory with Markov-switching GARCH |
| title_auth | Long memory with Markov-switching GARCH |
| title_exact_search | Long memory with Markov-switching GARCH |
| title_exact_search_txtP | Long memory with Markov-switching GARCH |
| title_full | Long memory with Markov-switching GARCH Walter Krämer |
| title_fullStr | Long memory with Markov-switching GARCH Walter Krämer |
| title_full_unstemmed | Long memory with Markov-switching GARCH Walter Krämer |
| title_short | Long memory with Markov-switching GARCH |
| title_sort | long memory with markov switching garch |
| topic | Hidden-Markov-Modell (DE-588)4352479-5 gnd GARCH-Prozess (DE-588)4346436-1 gnd |
| topic_facet | Hidden-Markov-Modell GARCH-Prozess |
| url | http://www.cesifo-group.de/DocDL/cesifo1_wp2225.pdf |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT kramerwalter longmemorywithmarkovswitchinggarch |