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: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2008
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| Schlagworte: | |
| Beschreibung: | 208, XXXIII Bl. graph. Darst. |
Internformat
MARC
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Datensatz im Suchindex
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| author | Drescher, Daniel |
| author_facet | Drescher, Daniel |
| author_role | aut |
| author_sort | Drescher, Daniel |
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| building | Verbundindex |
| bvnumber | BV036076853 |
| ctrlnum | (OCoLC)916890897 (DE-599)BVBBV036076853 |
| format | Thesis Book |
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| language | English |
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| physical | 208, XXXIII Bl. graph. Darst. |
| publishDate | 2008 |
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| 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 2008 208, XXXIII Bl. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Berlin, Techn. Univ., Diss., 2008 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 |
| 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 |