Exploiting high frequency data for volatility forecasting and portfolio selection:
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Electronic eBook |
| Language: | English |
| Published: |
2012
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| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | 1 Online-Ressource |
Staff View
MARC
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Record in the Search Index
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:24:44Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025331385 |
| oclc_num | 815955020 |
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| physical | 1 Online-Ressource |
| psigel | ebook |
| publishDate | 2012 |
| publishDateSearch | 2012 |
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| record_format | marc |
| spelling | Hu, Yujia Verfasser (DE-588)1020694459 aut Exploiting high frequency data for volatility forecasting and portfolio selection submitted by Yujia Hu 2012 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier St. Gallen, Univ., Diss. Volatilität (DE-588)4268390-7 gnd rswk-swf Hochfrequenz (DE-588)4160130-0 gnd rswk-swf Korrelation (DE-588)4165343-9 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Hochfrequenz (DE-588)4160130-0 s Volatilität (DE-588)4268390-7 s Korrelation (DE-588)4165343-9 s Portfolio Selection (DE-588)4046834-3 s DE-604 http://www1.unisg.ch/www/edis.nsf/SysLkpByIdentifier/4063?OpenDocument&lang=de Verlag kostenfrei Volltext |
| spellingShingle | Hu, Yujia Exploiting high frequency data for volatility forecasting and portfolio selection Volatilität (DE-588)4268390-7 gnd Hochfrequenz (DE-588)4160130-0 gnd Korrelation (DE-588)4165343-9 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| subject_GND | (DE-588)4268390-7 (DE-588)4160130-0 (DE-588)4165343-9 (DE-588)4046834-3 (DE-588)4113937-9 |
| title | Exploiting high frequency data for volatility forecasting and portfolio selection |
| title_auth | Exploiting high frequency data for volatility forecasting and portfolio selection |
| title_exact_search | Exploiting high frequency data for volatility forecasting and portfolio selection |
| title_full | Exploiting high frequency data for volatility forecasting and portfolio selection submitted by Yujia Hu |
| title_fullStr | Exploiting high frequency data for volatility forecasting and portfolio selection submitted by Yujia Hu |
| title_full_unstemmed | Exploiting high frequency data for volatility forecasting and portfolio selection submitted by Yujia Hu |
| title_short | Exploiting high frequency data for volatility forecasting and portfolio selection |
| title_sort | exploiting high frequency data for volatility forecasting and portfolio selection |
| topic | Volatilität (DE-588)4268390-7 gnd Hochfrequenz (DE-588)4160130-0 gnd Korrelation (DE-588)4165343-9 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| topic_facet | Volatilität Hochfrequenz Korrelation Portfolio Selection Hochschulschrift |
| url | http://www1.unisg.ch/www/edis.nsf/SysLkpByIdentifier/4063?OpenDocument&lang=de |
| work_keys_str_mv | AT huyujia exploitinghighfrequencydataforvolatilityforecastingandportfolioselection |