A simple regime-switching model for stochastic volatilities:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Bonn
Univ., Sonderforschungsbereich 303
1997
|
| Schriftenreihe: | Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
406 |
| Beschreibung: | 27 Bl. |
Internformat
MARC
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| 040 | |a DE-604 |b ger |e rakwb | ||
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| 049 | |a DE-83 | ||
| 100 | 1 | |a Christopeit, Norbert |d 1947- |e Verfasser |0 (DE-588)1011193116 |4 aut | |
| 245 | 1 | 0 | |a A simple regime-switching model for stochastic volatilities |c Norbert Christopeit and Axel Cron |
| 264 | 1 | |a Bonn |b Univ., Sonderforschungsbereich 303 |c 1997 | |
| 300 | |a 27 Bl. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B |v 406 | |
| 700 | 1 | |a Cron, Axel |d 1967- |e Verfasser |0 (DE-588)115615369 |4 aut | |
| 810 | 2 | |a Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten |p Projektbereich Variable und Informationsabhängige Strukturen |t Discussion paper |v 406 |w (DE-604)BV004849776 |9 406 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-018452490 | ||
Datensatz im Suchindex
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| author | Christopeit, Norbert 1947- Cron, Axel 1967- |
| author_GND | (DE-588)1011193116 (DE-588)115615369 |
| author_facet | Christopeit, Norbert 1947- Cron, Axel 1967- |
| author_role | aut aut |
| author_sort | Christopeit, Norbert 1947- |
| author_variant | n c nc a c ac |
| building | Verbundindex |
| bvnumber | BV024476750 |
| ctrlnum | (OCoLC)75858188 (DE-599)BVBBV024476750 |
| format | Book |
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| id | DE-604.BV024476750 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:00:25Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018452490 |
| oclc_num | 75858188 |
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| owner | DE-83 |
| owner_facet | DE-83 |
| physical | 27 Bl. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | Univ., Sonderforschungsbereich 303 |
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| series2 | Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B |
| spelling | Christopeit, Norbert 1947- Verfasser (DE-588)1011193116 aut A simple regime-switching model for stochastic volatilities Norbert Christopeit and Axel Cron Bonn Univ., Sonderforschungsbereich 303 1997 27 Bl. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B 406 Cron, Axel 1967- Verfasser (DE-588)115615369 aut Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten Projektbereich Variable und Informationsabhängige Strukturen Discussion paper 406 (DE-604)BV004849776 406 |
| spellingShingle | Christopeit, Norbert 1947- Cron, Axel 1967- A simple regime-switching model for stochastic volatilities |
| title | A simple regime-switching model for stochastic volatilities |
| title_auth | A simple regime-switching model for stochastic volatilities |
| title_exact_search | A simple regime-switching model for stochastic volatilities |
| title_full | A simple regime-switching model for stochastic volatilities Norbert Christopeit and Axel Cron |
| title_fullStr | A simple regime-switching model for stochastic volatilities Norbert Christopeit and Axel Cron |
| title_full_unstemmed | A simple regime-switching model for stochastic volatilities Norbert Christopeit and Axel Cron |
| title_short | A simple regime-switching model for stochastic volatilities |
| title_sort | a simple regime switching model for stochastic volatilities |
| volume_link | (DE-604)BV004849776 |
| work_keys_str_mv | AT christopeitnorbert asimpleregimeswitchingmodelforstochasticvolatilities AT cronaxel asimpleregimeswitchingmodelforstochasticvolatilities |