Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Mikrofilm Buch |
| Sprache: | English |
| Veröffentlicht: |
2008
|
| Ausgabe: | [Mikrofiche-Ausg.] |
| Schlagworte: | |
| Beschreibung: | 208, XXXIII Bl. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV035372055 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | he|bmb024bbcu | ||
| 008 | 090316s2008 d||| bm||| 00||| eng d | ||
| 016 | 7 | |a 992873177 |2 DE-101 | |
| 035 | |a (OCoLC)635344790 | ||
| 035 | |a (DE-599)DNB992873177 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-29T |a DE-N2 | ||
| 082 | 0 | |a 332.0151936 |2 22/ger | |
| 084 | |a 330 |2 sdnb | ||
| 100 | 1 | |a Drescher, Daniel |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series |c von Daniel Drescher |
| 250 | |a [Mikrofiche-Ausg.] | ||
| 264 | 1 | |c 2008 | |
| 300 | |a 208, XXXIII Bl. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b h |2 rdamedia | ||
| 338 | |b he |2 rdacarrier | ||
| 502 | |a Berlin, Techn. Univ., Diss., 2008 | ||
| 533 | |a Mikroform-Ausgabe |d 2008 |e 3 Mikrofiche : 24x |n Mikrofiche-Ausg.: |7 s2008 |n [Mikrofiche-Ausg.] | ||
| 650 | 0 | 7 | |a Kreditmarkt |0 (DE-588)4073788-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Kreditmarkt |0 (DE-588)4073788-3 |D s |
| 689 | 0 | 1 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |D s |
| 689 | 0 | 2 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 776 | 0 | 8 | |i Reproduktion von |a Drescher, Daniel |t Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series |d 2008 |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-017176420 | ||
Datensatz im Suchindex
| _version_ | 1804138700078055424 |
|---|---|
| any_adam_object | |
| author | Drescher, Daniel |
| author_facet | Drescher, Daniel |
| author_role | aut |
| author_sort | Drescher, Daniel |
| author_variant | d d dd |
| building | Verbundindex |
| bvnumber | BV035372055 |
| ctrlnum | (OCoLC)635344790 (DE-599)DNB992873177 |
| dewey-full | 332.0151936 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.0151936 |
| dewey-search | 332.0151936 |
| dewey-sort | 3332.0151936 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | [Mikrofiche-Ausg.] |
| format | Thesis Microfilm Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01788nam a2200421 c 4500</leader><controlfield tag="001">BV035372055</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">he|bmb024bbcu</controlfield><controlfield tag="008">090316s2008 d||| bm||| 00||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">992873177</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)635344790</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB992873177</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-29T</subfield><subfield code="a">DE-N2</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.0151936</subfield><subfield code="2">22/ger</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">Drescher, Daniel</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series</subfield><subfield code="c">von Daniel Drescher</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">[Mikrofiche-Ausg.]</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2008</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">208, XXXIII Bl.</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">h</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">he</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">Berlin, Techn. Univ., Diss., 2008</subfield></datafield><datafield tag="533" ind1=" " ind2=" "><subfield code="a">Mikroform-Ausgabe</subfield><subfield code="d">2008</subfield><subfield code="e">3 Mikrofiche : 24x</subfield><subfield code="n">Mikrofiche-Ausg.:</subfield><subfield code="7">s2008</subfield><subfield code="n">[Mikrofiche-Ausg.]</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Reproduktion von</subfield><subfield code="a">Drescher, Daniel</subfield><subfield code="t">Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series</subfield><subfield code="d">2008</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-017176420</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV035372055 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:32:21Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017176420 |
| oclc_num | 635344790 |
| open_access_boolean | |
| owner | DE-29T DE-N2 |
| owner_facet | DE-29T DE-N2 |
| physical | 208, XXXIII Bl. graph. Darst. |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| record_format | marc |
| spelling | Drescher, Daniel Verfasser aut Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series von Daniel Drescher [Mikrofiche-Ausg.] 2008 208, XXXIII Bl. graph. Darst. txt rdacontent h rdamedia he rdacarrier Berlin, Techn. Univ., Diss., 2008 Mikroform-Ausgabe 2008 3 Mikrofiche : 24x Mikrofiche-Ausg.: s2008 [Mikrofiche-Ausg.] Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Kreditmarkt (DE-588)4073788-3 s Ökonometrisches Modell (DE-588)4043212-9 s Zeitreihenanalyse (DE-588)4067486-1 s DE-604 Reproduktion von Drescher, Daniel Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series 2008 |
| spellingShingle | Drescher, Daniel Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series Kreditmarkt (DE-588)4073788-3 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4073788-3 (DE-588)4043212-9 (DE-588)4067486-1 (DE-588)4113937-9 |
| title | Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series |
| title_auth | Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series |
| title_exact_search | Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series |
| title_full | Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series von Daniel Drescher |
| title_fullStr | Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series von Daniel Drescher |
| title_full_unstemmed | Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series von Daniel Drescher |
| title_short | Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series |
| title_sort | testing for the existence of a latent process and autocorrelation in the poisson regression model for count data with application to ultra high frequency financial time series |
| topic | Kreditmarkt (DE-588)4073788-3 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Kreditmarkt Ökonometrisches Modell Zeitreihenanalyse Hochschulschrift |
| work_keys_str_mv | AT drescherdaniel testingfortheexistenceofalatentprocessandautocorrelationinthepoissonregressionmodelforcountdatawithapplicationtoultrahighfrequencyfinancialtimeseries |