Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Wiesbaden
Springer Gabler
2022
Wiesbaden Springer Fachmedien |
| Schriftenreihe: | Gabler Theses
|
| Schlagworte: | |
| Online-Zugang: | BFB01 BTU01 FAB01 FAW01 FHA01 FHI01 FHM01 FHN01 FHO01 FHR01 FKE01 FLA01 FNU01 FRO01 FWS01 FWS02 HTW01 HWR01 TUM01 UBG01 UBM01 UBT01 UBW01 UBY01 UEI01 UPA01 URL des Erstveröffentlichers |
| Beschreibung: | 1 Online-Ressource (XXII, 237 Seiten) 57 Illustrationen |
| ISBN: | 9783658386184 |
| ISSN: | 2731-3239 |
| DOI: | 10.1007/978-3-658-38618-4 |
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Datensatz im Suchindex
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| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
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| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-3-658-38618-4 |
| format | Thesis Electronic eBook |
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| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV048384857 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T20:19:48Z |
| indexdate | 2025-02-20T06:37:34Z |
| institution | BVB |
| isbn | 9783658386184 |
| issn | 2731-3239 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033763652 |
| oclc_num | 1339059437 |
| open_access_boolean | |
| owner | DE-860 DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-83 DE-1046 DE-1043 DE-Aug4 DE-898 DE-BY-UBR DE-861 DE-188 DE-523 DE-1049 DE-859 DE-473 DE-BY-UBG DE-863 DE-BY-FWS DE-20 DE-1051 DE-862 DE-BY-FWS DE-92 DE-824 DE-2070s DE-522 DE-M347 DE-573 DE-703 DE-706 DE-739 DE-634 DE-11 |
| owner_facet | DE-860 DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-83 DE-1046 DE-1043 DE-Aug4 DE-898 DE-BY-UBR DE-861 DE-188 DE-523 DE-1049 DE-859 DE-473 DE-BY-UBG DE-863 DE-BY-FWS DE-20 DE-1051 DE-862 DE-BY-FWS DE-92 DE-824 DE-2070s DE-522 DE-M347 DE-573 DE-703 DE-706 DE-739 DE-634 DE-11 |
| physical | 1 Online-Ressource (XXII, 237 Seiten) 57 Illustrationen |
| psigel | ZDB-2-BUM ZDB-2-BUM_2022 |
| publishDate | 2022 |
| publishDateSearch | 2022 |
| publishDateSort | 2022 |
| publisher | Springer Gabler Springer Fachmedien |
| record_format | marc |
| series2 | Gabler Theses |
| spellingShingle | Old, Oliver Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model IT in Business Capital Markets Business information services Capital market GARCH-Prozess (DE-588)4346436-1 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Spline-Funktion (DE-588)4056332-7 gnd |
| subject_GND | (DE-588)4346436-1 (DE-588)4067486-1 (DE-588)4056332-7 (DE-588)4113937-9 |
| title | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model |
| title_auth | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model |
| title_exact_search | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model |
| title_exact_search_txtP | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model |
| title_full | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model by Oliver Old |
| title_fullStr | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model by Oliver Old |
| title_full_unstemmed | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model by Oliver Old |
| title_short | Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model |
| title_sort | modeling time varying unconditional variance by means of a free knot spline garch model |
| topic | IT in Business Capital Markets Business information services Capital market GARCH-Prozess (DE-588)4346436-1 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Spline-Funktion (DE-588)4056332-7 gnd |
| topic_facet | IT in Business Capital Markets Business information services Capital market GARCH-Prozess Zeitreihenanalyse Spline-Funktion Hochschulschrift |
| url | https://doi.org/10.1007/978-3-658-38618-4 |
| work_keys_str_mv | AT oldoliver modelingtimevaryingunconditionalvariancebymeansofafreeknotsplinegarchmodel |