Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
München
Univ., Center for Economic Studies [u.a.]
2007
|
| Schriftenreihe: | CESifo working papers
2056 : Category 10, Empirical and theoretical methods |
| Schlagworte: | |
| Beschreibung: | Literaturverz. S. 18 - 20. - Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar Literaturverz. S. 34 - 35 |
| Beschreibung: | 35 S. graph. Darst., Tab. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV026957691 | ||
| 003 | DE-604 | ||
| 005 | 20110228 | ||
| 007 | t | ||
| 008 | 110326s2007 d||| |||| 00||| eng d | ||
| 013 | |a BV022891464 | ||
| 035 | |a (OCoLC)254551267 | ||
| 035 | |a (DE-599)BVBBV026957691 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-188 | ||
| 100 | 1 | |a Pesaran, Bahram |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution |c Bahram Pesaran ; M. Hashem Pesaran |
| 264 | 1 | |a München |b Univ., Center for Economic Studies [u.a.] |c 2007 | |
| 300 | |a 35 S. |b graph. Darst., Tab. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a CESifo working papers |v 2056 : Category 10, Empirical and theoretical methods | |
| 500 | |a Literaturverz. S. 18 - 20. - Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar | ||
| 500 | |a Literaturverz. S. 34 - 35 | ||
| 650 | 0 | 7 | |a Termingeschäft |0 (DE-588)4117190-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Volatilität |0 (DE-588)4268390-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Multivariate Normalverteilung |0 (DE-588)4227589-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Volatilität |0 (DE-588)4268390-7 |D s |
| 689 | 0 | 1 | |a Termingeschäft |0 (DE-588)4117190-1 |D s |
| 689 | 0 | 2 | |a Multivariate Normalverteilung |0 (DE-588)4227589-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Pesaran, M. Hashem |d 1946- |e Verfasser |0 (DE-588)122674146 |4 aut | |
| 810 | 2 | |a CESifo GmbH <München> |t CESifo working paper series |v 2056 |w (DE-604)BV013978326 |9 2056 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-021618761 | ||
Datensatz im Suchindex
| _version_ | 1804144420166041600 |
|---|---|
| any_adam_object | |
| author | Pesaran, Bahram Pesaran, M. Hashem 1946- |
| author_GND | (DE-588)122674146 |
| author_facet | Pesaran, Bahram Pesaran, M. Hashem 1946- |
| author_role | aut aut |
| author_sort | Pesaran, Bahram |
| author_variant | b p bp m h p mh mhp |
| building | Verbundindex |
| bvnumber | BV026957691 |
| ctrlnum | (OCoLC)254551267 (DE-599)BVBBV026957691 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01651nam a2200397 cb4500</leader><controlfield tag="001">BV026957691</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20110228 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">110326s2007 d||| |||| 00||| eng d</controlfield><datafield tag="013" ind1=" " ind2=" "><subfield code="a">BV022891464</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)254551267</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV026957691</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-188</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Pesaran, Bahram</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution</subfield><subfield code="c">Bahram Pesaran ; M. Hashem Pesaran</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">München</subfield><subfield code="b">Univ., Center for Economic Studies [u.a.]</subfield><subfield code="c">2007</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">35 S.</subfield><subfield code="b">graph. Darst., Tab.</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">2056 : Category 10, Empirical and theoretical methods</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturverz. S. 18 - 20. - Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturverz. S. 34 - 35</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Termingeschäft</subfield><subfield code="0">(DE-588)4117190-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Volatilität</subfield><subfield code="0">(DE-588)4268390-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Multivariate Normalverteilung</subfield><subfield code="0">(DE-588)4227589-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Volatilität</subfield><subfield code="0">(DE-588)4268390-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Termingeschäft</subfield><subfield code="0">(DE-588)4117190-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Multivariate Normalverteilung</subfield><subfield code="0">(DE-588)4227589-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Pesaran, M. Hashem</subfield><subfield code="d">1946-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)122674146</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">CESifo GmbH <München></subfield><subfield code="t">CESifo working paper series</subfield><subfield code="v">2056</subfield><subfield code="w">(DE-604)BV013978326</subfield><subfield code="9">2056</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-021618761</subfield></datafield></record></collection> |
| id | DE-604.BV026957691 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:03:16Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021618761 |
| oclc_num | 254551267 |
| open_access_boolean | |
| owner | DE-188 |
| owner_facet | DE-188 |
| physical | 35 S. graph. Darst., Tab. |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Univ., Center for Economic Studies [u.a.] |
| record_format | marc |
| series2 | CESifo working papers |
| spelling | Pesaran, Bahram Verfasser aut Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Bahram Pesaran ; M. Hashem Pesaran München Univ., Center for Economic Studies [u.a.] 2007 35 S. graph. Darst., Tab. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 2056 : Category 10, Empirical and theoretical methods Literaturverz. S. 18 - 20. - Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar Literaturverz. S. 34 - 35 Termingeschäft (DE-588)4117190-1 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Multivariate Normalverteilung (DE-588)4227589-1 gnd rswk-swf Volatilität (DE-588)4268390-7 s Termingeschäft (DE-588)4117190-1 s Multivariate Normalverteilung (DE-588)4227589-1 s DE-604 Pesaran, M. Hashem 1946- Verfasser (DE-588)122674146 aut CESifo GmbH <München> CESifo working paper series 2056 (DE-604)BV013978326 2056 |
| spellingShingle | Pesaran, Bahram Pesaran, M. Hashem 1946- Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Termingeschäft (DE-588)4117190-1 gnd Volatilität (DE-588)4268390-7 gnd Multivariate Normalverteilung (DE-588)4227589-1 gnd |
| subject_GND | (DE-588)4117190-1 (DE-588)4268390-7 (DE-588)4227589-1 |
| title | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution |
| title_auth | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution |
| title_exact_search | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution |
| title_full | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Bahram Pesaran ; M. Hashem Pesaran |
| title_fullStr | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Bahram Pesaran ; M. Hashem Pesaran |
| title_full_unstemmed | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Bahram Pesaran ; M. Hashem Pesaran |
| title_short | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution |
| title_sort | modelling volatilities and conditional correlations in futures markets with a multivariate t distribution |
| topic | Termingeschäft (DE-588)4117190-1 gnd Volatilität (DE-588)4268390-7 gnd Multivariate Normalverteilung (DE-588)4227589-1 gnd |
| topic_facet | Termingeschäft Volatilität Multivariate Normalverteilung |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT pesaranbahram modellingvolatilitiesandconditionalcorrelationsinfuturesmarketswithamultivariatetdistribution AT pesaranmhashem modellingvolatilitiesandconditionalcorrelationsinfuturesmarketswithamultivariatetdistribution |