Telling from discrete data whether the underlying continuous-time model is a diffusion:
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2001
|
Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
8504 |
Schlagworte: | |
Beschreibung: | 44 S. graph. Darst. |
Internformat
MARC
LEADER | 00000nam a2200000 cb4500 | ||
---|---|---|---|
001 | BV035120814 | ||
003 | DE-604 | ||
005 | 00000000000000.0 | ||
007 | t | ||
008 | 081027s2001 d||| |||| 00||| eng d | ||
035 | |a (OCoLC)48151927 | ||
035 | |a (DE-599)BVBBV035120814 | ||
040 | |a DE-604 |b ger |e rakwb | ||
041 | 0 | |a eng | |
049 | |a DE-19 | ||
050 | 0 | |a HB1 | |
100 | 1 | |a Aït-Sahalia, Yacine |e Verfasser |0 (DE-588)128764465 |4 aut | |
245 | 1 | 0 | |a Telling from discrete data whether the underlying continuous-time model is a diffusion |c Yacine Ait-Sahalia |
264 | 1 | |a Cambridge, Mass. |b National Bureau of Economic Research |c 2001 | |
300 | |a 44 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 8504 | |
650 | 4 | |a Ökonometrisches Modell | |
650 | 4 | |a Diffusion processes | |
650 | 4 | |a Discrete-time systems | |
650 | 4 | |a Options (Finance) |x Prices |x Econometric models | |
830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 8504 |w (DE-604)BV002801238 |9 8504 | |
999 | |a oai:aleph.bib-bvb.de:BVB01-016788483 |
Datensatz im Suchindex
_version_ | 1804138098580258816 |
---|---|
adam_txt | |
any_adam_object | |
any_adam_object_boolean | |
author | Aït-Sahalia, Yacine |
author_GND | (DE-588)128764465 |
author_facet | Aït-Sahalia, Yacine |
author_role | aut |
author_sort | Aït-Sahalia, Yacine |
author_variant | y a s yas |
building | Verbundindex |
bvnumber | BV035120814 |
callnumber-first | H - Social Science |
callnumber-label | HB1 |
callnumber-raw | HB1 |
callnumber-search | HB1 |
callnumber-sort | HB 11 |
callnumber-subject | HB - Economic Theory and Demography |
ctrlnum | (OCoLC)48151927 (DE-599)BVBBV035120814 |
format | Book |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01199nam a2200325 cb4500</leader><controlfield tag="001">BV035120814</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">081027s2001 d||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)48151927</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV035120814</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-19</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB1</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Aït-Sahalia, Yacine</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)128764465</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Telling from discrete data whether the underlying continuous-time model is a diffusion</subfield><subfield code="c">Yacine Ait-Sahalia</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, Mass.</subfield><subfield code="b">National Bureau of Economic Research</subfield><subfield code="c">2001</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">44 S.</subfield><subfield code="b">graph. Darst.</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">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">8504</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Diffusion processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Discrete-time systems</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Options (Finance)</subfield><subfield code="x">Prices</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">8504</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">8504</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016788483</subfield></datafield></record></collection> |
id | DE-604.BV035120814 |
illustrated | Illustrated |
index_date | 2024-07-02T22:21:13Z |
indexdate | 2024-07-09T21:22:47Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016788483 |
oclc_num | 48151927 |
open_access_boolean | |
owner | DE-19 DE-BY-UBM |
owner_facet | DE-19 DE-BY-UBM |
physical | 44 S. graph. Darst. |
publishDate | 2001 |
publishDateSearch | 2001 |
publishDateSort | 2001 |
publisher | National Bureau of Economic Research |
record_format | marc |
series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
spelling | Aït-Sahalia, Yacine Verfasser (DE-588)128764465 aut Telling from discrete data whether the underlying continuous-time model is a diffusion Yacine Ait-Sahalia Cambridge, Mass. National Bureau of Economic Research 2001 44 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8504 Ökonometrisches Modell Diffusion processes Discrete-time systems Options (Finance) Prices Econometric models National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8504 (DE-604)BV002801238 8504 |
spellingShingle | Aït-Sahalia, Yacine Telling from discrete data whether the underlying continuous-time model is a diffusion National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Diffusion processes Discrete-time systems Options (Finance) Prices Econometric models |
title | Telling from discrete data whether the underlying continuous-time model is a diffusion |
title_auth | Telling from discrete data whether the underlying continuous-time model is a diffusion |
title_exact_search | Telling from discrete data whether the underlying continuous-time model is a diffusion |
title_exact_search_txtP | Telling from discrete data whether the underlying continuous-time model is a diffusion |
title_full | Telling from discrete data whether the underlying continuous-time model is a diffusion Yacine Ait-Sahalia |
title_fullStr | Telling from discrete data whether the underlying continuous-time model is a diffusion Yacine Ait-Sahalia |
title_full_unstemmed | Telling from discrete data whether the underlying continuous-time model is a diffusion Yacine Ait-Sahalia |
title_short | Telling from discrete data whether the underlying continuous-time model is a diffusion |
title_sort | telling from discrete data whether the underlying continuous time model is a diffusion |
topic | Ökonometrisches Modell Diffusion processes Discrete-time systems Options (Finance) Prices Econometric models |
topic_facet | Ökonometrisches Modell Diffusion processes Discrete-time systems Options (Finance) Prices Econometric models |
volume_link | (DE-604)BV002801238 |
work_keys_str_mv | AT aitsahaliayacine tellingfromdiscretedatawhethertheunderlyingcontinuoustimemodelisadiffusion |