Nonparametric autoregression with multiplicative volatility and additive mean:
Gespeichert in:
Hauptverfasser: | , , |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Berlin
1998
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Schriftenreihe: | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse
1998,107 |
Beschreibung: | Literaturverz. S. 20 - 22 |
Beschreibung: | 22 S. graph. Darst. |
Internformat
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245 | 1 | 0 | |a Nonparametric autoregression with multiplicative volatility and additive mean |c Lijian Yang ; Wolfgang Härdle ; Jens P. Nielsen. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
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490 | 1 | |a Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |v 1998,107 | |
500 | |a Literaturverz. S. 20 - 22 | ||
700 | 1 | |a Härdle, Wolfgang |d 1953- |e Verfasser |0 (DE-588)110357116 |4 aut | |
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Datensatz im Suchindex
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author | Yang, Lijian Härdle, Wolfgang 1953- Nielsen, Jens Perch |
author_GND | (DE-588)110357116 |
author_facet | Yang, Lijian Härdle, Wolfgang 1953- Nielsen, Jens Perch |
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illustrated | Illustrated |
indexdate | 2024-07-09T23:10:38Z |
institution | BVB |
language | English |
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series2 | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
spelling | Yang, Lijian Verfasser aut Nonparametric autoregression with multiplicative volatility and additive mean Lijian Yang ; Wolfgang Härdle ; Jens P. Nielsen. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse Berlin 1998 22 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 1998,107 Literaturverz. S. 20 - 22 Härdle, Wolfgang 1953- Verfasser (DE-588)110357116 aut Nielsen, Jens Perch Verfasser aut Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> Discussion paper 1998,107 (DE-604)BV012925295 1998,107 |
spellingShingle | Yang, Lijian Härdle, Wolfgang 1953- Nielsen, Jens Perch Nonparametric autoregression with multiplicative volatility and additive mean |
title | Nonparametric autoregression with multiplicative volatility and additive mean |
title_auth | Nonparametric autoregression with multiplicative volatility and additive mean |
title_exact_search | Nonparametric autoregression with multiplicative volatility and additive mean |
title_full | Nonparametric autoregression with multiplicative volatility and additive mean Lijian Yang ; Wolfgang Härdle ; Jens P. Nielsen. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
title_fullStr | Nonparametric autoregression with multiplicative volatility and additive mean Lijian Yang ; Wolfgang Härdle ; Jens P. Nielsen. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
title_full_unstemmed | Nonparametric autoregression with multiplicative volatility and additive mean Lijian Yang ; Wolfgang Härdle ; Jens P. Nielsen. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
title_short | Nonparametric autoregression with multiplicative volatility and additive mean |
title_sort | nonparametric autoregression with multiplicative volatility and additive mean |
volume_link | (DE-604)BV012925295 |
work_keys_str_mv | AT yanglijian nonparametricautoregressionwithmultiplicativevolatilityandadditivemean AT hardlewolfgang nonparametricautoregressionwithmultiplicativevolatilityandadditivemean AT nielsenjensperch nonparametricautoregressionwithmultiplicativevolatilityandadditivemean |